+91.0%
ABBV vs IBB
+68.6%
+22.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.0% |
| 7D | +0.4% | +1.4% | -1.0% | -0.4% |
| 30D | +4.2% | +10.5% | -6.3% | -1.5% |
| 3M | +14.8% | +23.6% | -8.8% | +2.1% |
| 6M | +10.3% | +22.6% | -12.4% | -1.7% |
| YTD | +14.9% | +25.7% | -10.8% | +1.0% |
| 1Y | +24.1% | +51.4% | -27.2% | -1.5% |
| All | +91.0% | +68.6% | +22.4% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling