+1,156.2%
ABBV vs IBN
+318.2%
+837.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | +4.2% | -0.3% | +4.5% | +4.2% |
| 3M | +14.8% | +17.1% | -2.3% | +11.3% |
| 6M | +10.3% | +3.4% | +6.9% | +9.4% |
| YTD | +14.9% | +2.5% | +12.4% | +14.1% |
| 1Y | +24.1% | -4.2% | +28.3% | +24.7% |
| 3Y | +91.9% | +32.4% | +59.5% | +80.0% |
| 5Y | +176.0% | +59.2% | +116.9% | +146.7% |
| 10Y | +502.9% | +345.7% | +157.3% | +319.6% |
| All | +1,156.2% | +318.2% | +837.9% | +779.0% |
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