+1,156.2%
ABBV vs FTI
+167.9%
+988.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +0.4% | +5.3% | -4.9% | -0.2% |
| 30D | +4.2% | +15.3% | -11.2% | +2.4% |
| 3M | +14.8% | +15.8% | -0.9% | +12.7% |
| 6M | +10.3% | +22.6% | -12.3% | +7.2% |
| YTD | +14.9% | +79.5% | -64.7% | +6.7% |
| 1Y | +24.1% | +102.0% | -77.9% | +13.5% |
| 3Y | +91.9% | +315.8% | -223.9% | +58.7% |
| 5Y | +176.0% | +1,129.5% | -953.5% | +92.5% |
| 10Y | +502.9% | +320.9% | +182.0% | +353.3% |
| All | +1,156.2% | +167.9% | +988.3% | +945.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling