+5.0%
ABBV vs FRMI
-77.3%
+82.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.5% | -14.5% | -2.8% |
| 7D | -4.3% | +23.3% | -27.6% | -4.0% |
| 30D | +1.1% | -7.6% | +8.7% | +1.1% |
| 3M | +12.3% | +0.2% | +12.1% | +12.5% |
| 6M | +9.8% | -28.7% | +38.5% | +9.7% |
| YTD | +11.5% | -28.6% | +40.1% | +11.4% |
| All | +5.0% | -77.3% | +82.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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