+469.8%
ABBV vs FND
+56.5%
+413.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +0.3% | -5.8% | +6.0% | +1.0% |
| 30D | +3.4% | -20.2% | +23.6% | +6.2% |
| 3M | +15.2% | -12.0% | +27.2% | +16.6% |
| 6M | +14.7% | -18.5% | +33.2% | +16.7% |
| YTD | +15.2% | -22.3% | +37.4% | +17.4% |
| 1Y | +20.4% | -47.6% | +68.0% | +29.1% |
| 3Y | +91.3% | -49.8% | +141.1% | +101.4% |
| 5Y | +189.6% | -63.0% | +252.5% | +208.9% |
| All | +469.8% | +56.5% | +413.3% | +340.1% |
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