+1,354.0%
ABBV vs FLR
-7.3%
+1,361.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +1.3% | +5.4% | -4.1% | +0.7% |
| 30D | +4.7% | +2.8% | +1.9% | +4.3% |
| 3M | +18.3% | -6.4% | +24.8% | +18.8% |
| 6M | +43.4% | +8.8% | +34.6% | +41.1% |
| YTD | +33.0% | +23.6% | +9.4% | +28.5% |
| 1Y | +30.8% | +13.8% | +17.0% | +27.4% |
| 3Y | +135.1% | +36.5% | +98.7% | +117.9% |
| 5Y | +201.2% | +119.3% | +81.9% | +158.3% |
| 10Y | +602.7% | +8.0% | +594.7% | +566.7% |
| All | +1,354.0% | -7.3% | +1,361.3% | +1,356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling