+627.6%
ABBV vs FTV
+127.3%
+500.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.2% | +3.7% | -1.6% | +1.1% |
| 30D | +8.0% | +16.8% | -8.9% | +3.4% |
| 3M | +19.1% | +10.4% | +8.7% | +15.7% |
| 6M | +43.5% | +12.8% | +30.7% | +38.3% |
| YTD | +32.7% | +23.3% | +9.4% | +23.6% |
| 1Y | +30.0% | +31.0% | -1.0% | +18.9% |
| 3Y | +134.7% | +38.6% | +96.2% | +107.4% |
| 5Y | +200.6% | +17.6% | +183.1% | +175.4% |
| 10Y | +601.3% | +110.0% | +491.3% | +463.1% |
| All | +627.6% | +127.3% | +500.3% | +503.7% |
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