+1,156.2%
ABBV vs IP
+73.5%
+1,082.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | +0.4% | -5.3% | +5.6% | +1.6% |
| 30D | +4.2% | -10.9% | +15.0% | +6.9% |
| 3M | +14.8% | +11.2% | +3.7% | +11.3% |
| 6M | +10.3% | -10.2% | +20.5% | +11.8% |
| YTD | +14.9% | -2.0% | +16.9% | +13.2% |
| 1Y | +24.1% | -19.1% | +43.2% | +27.9% |
| 3Y | +91.9% | +20.9% | +71.1% | +70.1% |
| 5Y | +176.0% | -17.8% | +193.9% | +170.7% |
| 10Y | +502.9% | +23.5% | +479.4% | +379.8% |
| All | +1,156.2% | +73.5% | +1,082.7% | +784.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling