+13.5%
ABBV vs IRE
-84.4%
+97.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -1.1% |
| 7D | +0.4% | +54.8% | -54.4% | +1.5% |
| 30D | +4.2% | +18.4% | -14.2% | +4.9% |
| 3M | +14.8% | -66.7% | +81.6% | +14.4% |
| 6M | +10.3% | -52.3% | +62.6% | +11.0% |
| YTD | +14.9% | -52.3% | +67.2% | +17.5% |
| All | +13.5% | -84.4% | +97.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling