+40.7%
ABBV vs FRSH
+21.1%
+19.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.4% | +3.1% |
| 7D | +3.1% | -13.8% | +16.9% | +3.1% |
| 30D | +11.6% | +0.3% | +11.3% | +11.6% |
| 3M | +21.7% | +10.1% | +11.5% | +21.6% |
| 6M | +43.5% | +47.7% | -4.1% | +44.4% |
| YTD | +32.9% | +8.2% | +24.7% | +36.7% |
| 1Y | +40.7% | +21.4% | +19.2% | +39.8% |
| All | +40.7% | +21.1% | +19.6% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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