+134.2%
ABBV vs FN
+108.7%
+25.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.2% |
| 7D | +2.8% | -4.1% | +6.8% | +2.7% |
| 30D | +7.0% | -28.3% | +35.3% | +6.8% |
| 3M | +19.2% | -33.9% | +53.1% | +19.1% |
| 6M | +47.8% | -43.9% | +91.7% | +47.9% |
| YTD | +32.5% | -23.4% | +55.9% | +31.5% |
| 1Y | +38.4% | -25.4% | +63.8% | +37.4% |
| All | +134.2% | +108.7% | +25.5% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling