+187.4%
ABBV vs INDA
+5.7%
+181.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | +0.3% | -2.7% | +2.9% | +0.9% |
| 30D | +3.4% | -2.8% | +6.1% | +4.0% |
| 3M | +15.2% | +1.6% | +13.6% | +14.7% |
| 6M | +14.7% | -1.4% | +16.1% | +14.9% |
| YTD | +15.2% | -10.1% | +25.3% | +17.8% |
| 1Y | +20.4% | -8.8% | +29.1% | +22.6% |
| 3Y | +91.3% | +7.6% | +83.7% | +88.1% |
| All | +187.4% | +5.7% | +181.7% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling