+499.9%
ABBV vs FTI
+301.2%
+198.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.9% |
| 7D | -2.0% | -5.6% | +3.6% | -1.4% |
| 30D | +2.0% | +0.4% | +1.6% | +1.9% |
| 3M | +14.2% | +8.1% | +6.0% | +13.1% |
| 6M | +14.1% | +16.7% | -2.6% | +11.9% |
| YTD | +14.2% | +70.0% | -55.7% | +7.8% |
| 1Y | +24.2% | +85.4% | -61.2% | +16.0% |
| 3Y | +89.8% | +265.9% | -176.1% | +63.7% |
| 5Y | +187.2% | +1,072.7% | -885.6% | +113.0% |
| All | +499.9% | +301.2% | +198.7% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling