+1,156.2%
ABBV vs IT
+297.7%
+858.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.5% |
| 7D | +0.4% | -6.0% | +6.4% | +1.5% |
| 30D | +4.2% | 0.0% | +4.2% | +4.0% |
| 3M | +14.8% | +13.1% | +1.8% | +10.9% |
| 6M | +10.3% | +11.7% | -1.4% | +5.9% |
| YTD | +14.9% | -26.1% | +41.0% | +19.8% |
| 1Y | +24.1% | -21.3% | +45.4% | +26.7% |
| 3Y | +91.9% | -46.7% | +138.7% | +108.8% |
| 5Y | +176.0% | -40.5% | +216.6% | +182.9% |
| 10Y | +502.9% | +103.9% | +399.1% | +266.0% |
| All | +1,156.2% | +297.7% | +858.4% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling