+170.8%
ABBV vs IR
+46.5%
+124.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.8% |
| 7D | -4.3% | +0.6% | -4.9% | -4.4% |
| 30D | +1.1% | -13.6% | +14.7% | +2.6% |
| 3M | +12.3% | +3.7% | +8.6% | +11.7% |
| 6M | +9.8% | -13.1% | +22.8% | +11.1% |
| YTD | +11.5% | -5.1% | +16.6% | +11.4% |
| 1Y | +22.3% | -6.5% | +28.7% | +22.3% |
| 3Y | +85.2% | +8.5% | +76.7% | +78.8% |
| 5Y | +170.8% | +43.3% | +127.5% | +147.8% |
| All | +170.8% | +46.5% | +124.3% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling