+199.8%
ABBV vs FN
+170.4%
+29.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.7% | -10.6% | +1.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +8.0% | -34.3% | +42.3% | +8.1% |
| 3M | +20.2% | -39.9% | +60.0% | +20.4% |
| 6M | +44.0% | -51.8% | +95.8% | +44.7% |
| YTD | +31.3% | -28.1% | +59.5% | +30.5% |
| 1Y | +37.0% | -29.1% | +66.1% | +36.2% |
| 3Y | +128.0% | +102.4% | +25.5% | +119.8% |
| All | +199.8% | +170.4% | +29.4% | +181.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling