+603.7%
ABBV vs IBB
+139.6%
+464.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.7% |
| 7D | +1.5% | +2.7% | -1.2% | +0.1% |
| 30D | +6.7% | +6.3% | +0.4% | +3.3% |
| 3M | +19.9% | +11.1% | +8.9% | +13.2% |
| 6M | +47.5% | +29.2% | +18.2% | +28.5% |
| YTD | +32.2% | +30.2% | +2.0% | +14.5% |
| 1Y | +37.8% | +39.5% | -1.7% | +15.2% |
| 3Y | +134.8% | +92.3% | +42.4% | +64.8% |
| 5Y | +203.0% | +43.0% | +160.0% | +143.9% |
| 10Y | +603.7% | +137.1% | +466.6% | +302.1% |
| All | +603.7% | +139.6% | +464.1% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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