+170.8%
ABBV vs INTU
-40.9%
+211.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.8% |
| 7D | -4.3% | -7.5% | +3.2% | -3.9% |
| 30D | +1.1% | -1.9% | +3.1% | +1.2% |
| 3M | +12.3% | +4.9% | +7.5% | +11.9% |
| 6M | +9.8% | -33.2% | +43.0% | +12.1% |
| YTD | +11.5% | -51.4% | +62.9% | +16.6% |
| 1Y | +22.3% | -52.0% | +74.2% | +28.0% |
| 3Y | +85.2% | -40.7% | +125.9% | +88.8% |
| 5Y | +170.8% | -41.7% | +212.6% | +169.5% |
| All | +170.8% | -40.9% | +211.7% | +169.5% |
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