+85.2%
ABBV vs ICE
+41.9%
+43.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.5% |
| 7D | -4.3% | -1.2% | -3.2% | -4.1% |
| 30D | +1.1% | +5.0% | -3.8% | 0.0% |
| 3M | +12.3% | +13.9% | -1.6% | +8.9% |
| 6M | +9.8% | -4.4% | +14.2% | +11.1% |
| YTD | +11.5% | -1.9% | +13.4% | +11.4% |
| 1Y | +22.3% | -8.1% | +30.4% | +24.7% |
| 3Y | +85.2% | +42.5% | +42.7% | +65.4% |
| All | +85.2% | +41.9% | +43.3% | +65.4% |
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