+456.1%
ABBV vs IR
+274.4%
+181.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -4.1% | -1.9% | -2.2% | -3.8% |
| 30D | +1.2% | -15.0% | +16.2% | +3.9% |
| 3M | +12.1% | -0.4% | +12.5% | +11.9% |
| 6M | +12.0% | -15.0% | +27.1% | +14.5% |
| YTD | +12.4% | -7.1% | +19.5% | +12.8% |
| 1Y | +22.9% | -7.5% | +30.5% | +23.4% |
| 3Y | +86.8% | +6.3% | +80.5% | +79.2% |
| 5Y | +181.0% | +37.3% | +143.7% | +152.6% |
| All | +456.1% | +274.4% | +181.8% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling