+554.1%
ABBV vs IR
+342.0%
+212.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.1% |
| 7D | +1.5% | +5.0% | -3.5% | +0.7% |
| 30D | +6.7% | +10.3% | -3.6% | +4.9% |
| 3M | +19.9% | -0.1% | +20.0% | +19.7% |
| 6M | +47.5% | +14.8% | +32.7% | +43.5% |
| YTD | +32.2% | +9.7% | +22.5% | +28.9% |
| 1Y | +37.8% | +12.2% | +25.6% | +33.8% |
| 3Y | +134.8% | +30.0% | +104.8% | +117.9% |
| 5Y | +203.0% | +46.8% | +156.2% | +170.5% |
| All | +554.1% | +342.0% | +212.0% | +375.4% |
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