+1,320.5%
ABBV vs IP
+59.5%
+1,261.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.7% | -1.3% |
| 7D | -0.9% | -5.0% | +4.1% | +0.3% |
| 30D | +8.7% | +6.5% | +2.2% | +7.1% |
| 3M | +17.8% | -18.0% | +35.8% | +22.9% |
| 6M | +41.7% | +10.3% | +31.4% | +37.0% |
| YTD | +29.9% | -9.9% | +39.8% | +30.3% |
| 1Y | +37.0% | -1.1% | +38.0% | +33.9% |
| 3Y | +125.2% | +13.0% | +112.2% | +102.2% |
| 5Y | +193.8% | -12.3% | +206.0% | +179.7% |
| 10Y | +673.0% | +26.8% | +646.2% | +501.1% |
| All | +1,320.5% | +59.5% | +1,261.0% | +917.1% |
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