+187.2%
ABBV vs FTI
+1,109.5%
-922.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.8% |
| 7D | -2.0% | -5.6% | +3.6% | -1.6% |
| 30D | +2.0% | +0.4% | +1.6% | +1.9% |
| 3M | +14.2% | +8.1% | +6.0% | +13.4% |
| 6M | +14.1% | +16.7% | -2.6% | +12.6% |
| YTD | +14.2% | +70.0% | -55.7% | +9.7% |
| 1Y | +24.2% | +85.4% | -61.2% | +18.4% |
| 3Y | +89.8% | +265.9% | -176.1% | +73.0% |
| 5Y | +187.2% | +1,072.7% | -885.6% | +140.8% |
| All | +187.2% | +1,109.5% | -922.3% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling