+183.3%
ABBV vs FRSH
-72.4%
+255.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | -4.1% | -9.6% | +5.4% | -3.9% |
| 30D | +1.2% | -0.4% | +1.6% | +1.2% |
| 3M | +12.1% | +27.2% | -15.1% | +11.5% |
| 6M | +12.0% | +42.2% | -30.2% | +11.1% |
| YTD | +12.4% | -2.6% | +15.0% | +12.5% |
| 1Y | +22.9% | -10.2% | +33.1% | +23.2% |
| 3Y | +86.8% | -45.5% | +132.3% | +87.9% |
| All | +183.3% | -72.4% | +255.7% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling