+89.8%
ABBV vs FRSH
-46.5%
+136.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -2.0% | -11.2% | +9.2% | -1.7% |
| 30D | +2.0% | -0.8% | +2.8% | +2.0% |
| 3M | +14.2% | +26.4% | -12.2% | +13.6% |
| 6M | +14.1% | +48.4% | -34.3% | +13.0% |
| YTD | +14.2% | -3.1% | +17.3% | +14.8% |
| 1Y | +24.2% | -8.7% | +32.9% | +25.1% |
| All | +89.8% | -46.5% | +136.3% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling