+499.9%
ABBV vs FTV
+80.1%
+419.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +4.0% | +2.3% |
| 7D | -2.0% | -5.2% | +3.2% | -0.6% |
| 30D | +2.0% | -11.5% | +13.5% | +5.4% |
| 3M | +14.2% | -9.0% | +23.2% | +16.9% |
| 6M | +14.1% | -2.0% | +16.1% | +14.1% |
| YTD | +14.2% | -0.9% | +15.2% | +13.1% |
| 1Y | +24.2% | +14.8% | +9.4% | +17.6% |
| 3Y | +89.8% | -5.5% | +95.3% | +87.3% |
| 5Y | +187.2% | -1.9% | +189.0% | +175.3% |
| All | +499.9% | +80.1% | +419.8% | +452.9% |
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