+29.7%
ABBV vs IRE
-97.2%
+126.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +39.6% | -38.5% | +2.0% |
| 7D | -1.2% | -27.2% | +26.0% | -1.6% |
| 30D | +8.0% | -75.1% | +83.1% | +5.0% |
| 3M | +20.2% | -77.9% | +98.0% | +17.0% |
| 6M | +44.0% | -94.6% | +138.6% | +38.6% |
| YTD | +31.3% | -91.5% | +122.8% | +29.6% |
| 1Y | +37.0% | -97.8% | +134.8% | +31.0% |
| All | +29.7% | -97.2% | +126.9% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling