+604.1%
ABBV vs FTV
+109.2%
+494.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +3.9% | -2.6% | +0.2% |
| 30D | +4.7% | +18.7% | -13.9% | -0.3% |
| 3M | +18.3% | +10.0% | +8.3% | +14.9% |
| 6M | +43.4% | +14.6% | +28.8% | +37.3% |
| YTD | +33.0% | +23.4% | +9.6% | +23.5% |
| 1Y | +30.8% | +31.3% | -0.5% | +19.1% |
| 3Y | +135.1% | +39.8% | +95.3% | +106.1% |
| 5Y | +201.2% | +17.7% | +183.6% | +175.0% |
| All | +604.1% | +109.2% | +494.9% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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