+1,156.2%
ABBV vs IBB
+366.6%
+789.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | +14.8% | +23.6% | -8.8% | +2.4% |
| 6M | +10.3% | +22.6% | -12.4% | -1.5% |
| YTD | +14.9% | +25.7% | -10.8% | +1.3% |
| 1Y | +24.1% | +51.4% | -27.2% | -0.9% |
| 3Y | +91.9% | +64.4% | +27.6% | +45.2% |
| 5Y | +176.0% | +22.1% | +153.9% | +140.1% |
| 10Y | +502.9% | +132.5% | +370.5% | +246.8% |
| All | +1,156.2% | +366.6% | +789.6% | +486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling