+128.0%
ABBV vs IP
+13.9%
+114.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | -1.2% | -5.1% | +3.8% | -0.8% |
| 30D | +8.0% | +8.5% | -0.5% | +7.4% |
| 3M | +20.2% | -13.8% | +34.0% | +21.4% |
| 6M | +44.0% | +5.7% | +38.2% | +43.4% |
| YTD | +31.3% | -9.1% | +40.4% | +31.9% |
| 1Y | +37.0% | -0.8% | +37.8% | +36.4% |
| 3Y | +128.0% | +14.8% | +113.2% | +129.3% |
| All | +128.0% | +13.9% | +114.1% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling