+332.9%
ABBV vs FOXA
+90.3%
+242.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +1.1% | +2.3% | -1.2% | +0.6% |
| 3M | +12.3% | -2.8% | +15.2% | +12.4% |
| 6M | +9.8% | +9.6% | +0.2% | +7.3% |
| YTD | +11.5% | -9.9% | +21.3% | +12.7% |
| 1Y | +22.3% | +5.4% | +16.9% | +19.9% |
| 3Y | +85.2% | +115.3% | -30.1% | +58.5% |
| 5Y | +170.8% | +93.1% | +77.8% | +132.9% |
| All | +332.9% | +90.3% | +242.6% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling