+604.1%
ABBV vs IT
+90.0%
+514.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +4.7% | -1.8% | +6.6% | +4.7% |
| 3M | +18.3% | +4.8% | +13.5% | +16.7% |
| 6M | +43.4% | +33.0% | +10.4% | +34.5% |
| YTD | +33.0% | -23.8% | +56.8% | +36.6% |
| 1Y | +30.8% | -16.5% | +47.3% | +31.9% |
| 3Y | +135.1% | -53.6% | +188.8% | +161.4% |
| 5Y | +201.2% | -42.1% | +243.4% | +211.1% |
| All | +604.1% | +90.0% | +514.2% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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