+10.1%
ABBV vs IRE
-82.8%
+92.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.2% | -13.2% | -2.7% |
| 7D | -4.3% | +58.9% | -63.2% | -3.2% |
| 30D | +1.1% | +17.2% | -16.1% | +1.8% |
| 3M | +12.3% | -58.6% | +70.9% | +12.3% |
| 6M | +9.8% | -23.5% | +33.3% | +11.4% |
| YTD | +11.5% | -47.4% | +58.9% | +14.2% |
| All | +10.1% | -82.8% | +92.9% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling