+135.1%
ABBV vs ICE
+69.4%
+65.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.3% | +3.6% | -2.3% | +0.5% |
| 30D | +4.7% | +15.1% | -10.4% | +1.4% |
| 3M | +18.3% | +15.4% | +3.0% | +14.4% |
| 6M | +43.4% | +16.1% | +27.3% | +38.6% |
| YTD | +33.0% | +11.4% | +21.6% | +29.1% |
| 1Y | +30.8% | +18.5% | +12.4% | +24.0% |
| 3Y | +135.1% | +70.5% | +64.6% | +108.7% |
| All | +135.1% | +69.4% | +65.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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