+1,156.2%
ABBV vs ICE
+654.7%
+501.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | +0.4% | -0.7% | +1.0% | +0.6% |
| 30D | +4.2% | +7.6% | -3.5% | +1.5% |
| 3M | +14.8% | +13.9% | +0.9% | +9.4% |
| 6M | +10.3% | -2.4% | +12.6% | +10.6% |
| YTD | +14.9% | +0.3% | +14.6% | +13.6% |
| 1Y | +24.1% | -6.4% | +30.6% | +25.7% |
| 3Y | +91.9% | +43.1% | +48.8% | +65.2% |
| 5Y | +176.0% | +42.1% | +133.9% | +133.8% |
| 10Y | +502.9% | +220.9% | +282.0% | +264.4% |
| All | +1,156.2% | +654.7% | +501.5% | +531.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling