+135.1%
ABBV vs FN
+96.4%
+38.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.2% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | +4.7% | -16.5% | +21.2% | +4.6% |
| 3M | +18.3% | -42.1% | +60.5% | +18.3% |
| 6M | +43.4% | -52.9% | +96.3% | +43.9% |
| YTD | +33.0% | -28.0% | +60.9% | +31.9% |
| 1Y | +30.8% | -18.5% | +49.3% | +29.6% |
| 3Y | +135.1% | +93.9% | +41.3% | +129.5% |
| All | +135.1% | +96.4% | +38.7% | +129.5% |
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