+1,354.0%
ABBV vs IBN
+376.5%
+977.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | +4.7% | +22.1% | -17.4% | +0.7% |
| 3M | +18.3% | +17.1% | +1.3% | +14.7% |
| 6M | +43.4% | +35.5% | +7.8% | +35.0% |
| YTD | +33.0% | +16.8% | +16.2% | +28.6% |
| 1Y | +30.8% | +12.4% | +18.4% | +27.4% |
| 3Y | +135.1% | +58.0% | +77.1% | +112.9% |
| 5Y | +201.2% | +73.7% | +127.5% | +165.0% |
| 10Y | +602.7% | +385.6% | +217.1% | +381.0% |
| All | +1,354.0% | +376.5% | +977.5% | +891.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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