+199.8%
ABBV vs INTU
-42.6%
+242.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.8% | +1.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +8.0% | +15.4% | -7.4% | +7.1% |
| 3M | +20.2% | +6.6% | +13.6% | +19.6% |
| 6M | +44.0% | -11.3% | +55.3% | +44.2% |
| YTD | +31.3% | -47.7% | +79.0% | +36.6% |
| 1Y | +37.0% | -47.0% | +84.0% | +42.3% |
| 3Y | +128.0% | -29.9% | +157.9% | +129.6% |
| All | +199.8% | -42.6% | +242.4% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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