+347.4%
ABBV vs FOXA
+92.4%
+255.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.6% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +3.4% | +5.0% | -1.7% | +2.4% |
| 3M | +15.2% | -3.0% | +18.2% | +15.3% |
| 6M | +14.7% | +14.8% | -0.1% | +11.2% |
| YTD | +15.2% | -8.9% | +24.1% | +16.3% |
| 1Y | +20.4% | +13.3% | +7.1% | +16.5% |
| 3Y | +91.3% | +115.4% | -24.1% | +63.8% |
| 5Y | +189.6% | +95.3% | +94.3% | +148.6% |
| All | +347.4% | +92.4% | +255.1% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling