+170.8%
ABBV vs FLUT
-50.1%
+221.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.0% |
| 7D | -4.3% | +3.8% | -8.1% | -4.4% |
| 30D | +1.1% | +6.3% | -5.2% | +1.0% |
| 3M | +12.3% | -4.0% | +16.4% | +12.3% |
| 6M | +9.8% | -10.3% | +20.1% | +9.9% |
| YTD | +11.5% | -53.2% | +64.6% | +12.9% |
| 1Y | +22.3% | -65.0% | +87.3% | +24.7% |
| 3Y | +85.2% | -43.9% | +129.1% | +86.3% |
| 5Y | +170.8% | -49.2% | +220.1% | +169.2% |
| All | +170.8% | -50.1% | +221.0% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 5y: compounded portfolio wealth divided by compounded FLUT 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…
5y analysis · Full analysis span regression · 6 months rolling