+509.4%
ABBV vs INVH
+79.4%
+429.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -4.1% | -2.3% | -1.8% | -3.5% |
| 30D | +1.2% | -5.7% | +6.9% | +2.9% |
| 3M | +12.1% | -4.5% | +16.6% | +13.5% |
| 6M | +12.0% | +11.0% | +1.1% | +8.8% |
| YTD | +12.4% | +3.7% | +8.7% | +10.9% |
| 1Y | +22.9% | -2.8% | +25.8% | +23.5% |
| 3Y | +86.8% | -7.1% | +93.9% | +88.1% |
| 5Y | +181.0% | -19.4% | +200.5% | +190.9% |
| All | +509.4% | +79.4% | +429.9% | +423.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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