+603.7%
ABBV vs FN
+837.6%
-233.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.9% | -11.2% | 0.0% |
| 7D | +1.5% | +16.3% | -14.7% | +0.4% |
| 30D | +6.7% | -24.7% | +31.5% | +8.3% |
| 3M | +19.9% | -34.9% | +54.9% | +22.4% |
| 6M | +47.5% | -41.1% | +88.6% | +50.6% |
| YTD | +32.2% | -19.6% | +51.8% | +30.2% |
| 1Y | +37.8% | -18.5% | +56.4% | +35.2% |
| 3Y | +134.8% | +119.1% | +15.6% | +100.4% |
| 5Y | +203.0% | +206.9% | -3.9% | +140.4% |
| 10Y | +603.7% | +826.4% | -222.7% | +340.2% |
| All | +603.7% | +837.6% | -233.9% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling