+557.8%
ABBV vs FND
+57.9%
+500.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +1.3% | -6.8% | +8.1% | +2.1% |
| 30D | +4.7% | +8.0% | -3.3% | +3.5% |
| 3M | +18.3% | -18.9% | +37.3% | +21.1% |
| 6M | +43.4% | +4.7% | +38.7% | +41.3% |
| YTD | +33.0% | -21.6% | +54.6% | +35.1% |
| 1Y | +30.8% | -22.0% | +52.8% | +32.9% |
| 3Y | +135.1% | -40.4% | +175.6% | +141.3% |
| 5Y | +201.2% | -63.8% | +265.0% | +222.7% |
| All | +557.8% | +57.9% | +500.0% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 all: compounded portfolio wealth divided by compounded FND 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…
all analysis · Full analysis span regression · 6 months rolling