+529.8%
ABBV vs FTV
+90.8%
+439.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +0.4% | -4.5% | +4.9% | +1.6% |
| 30D | +4.2% | -7.1% | +11.2% | +6.2% |
| 3M | +14.8% | -7.2% | +22.0% | +16.9% |
| 6M | +10.3% | -1.5% | +11.8% | +10.2% |
| YTD | +14.9% | +3.5% | +11.4% | +12.4% |
| 1Y | +24.1% | +20.3% | +3.8% | +16.1% |
| 3Y | +91.9% | -3.1% | +95.1% | +88.4% |
| 5Y | +176.0% | +2.3% | +173.7% | +161.9% |
| 10Y | +502.9% | +76.3% | +426.6% | +419.8% |
| All | +529.8% | +90.8% | +439.1% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling