+37.1%
ABBV vs FPS
-17.4%
+54.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | 0.0% |
| 7D | +2.8% | -20.9% | +23.6% | +1.6% |
| 30D | +7.0% | -46.3% | +53.3% | +4.0% |
| 3M | +19.2% | -42.9% | +62.1% | +16.6% |
| 6M | +47.8% | -46.8% | +94.6% | +42.2% |
| All | +37.1% | -17.4% | +54.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling