+1,118.6%
ABBV vs ITUB
+187.1%
+931.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.2% |
| 7D | -4.3% | +8.2% | -12.6% | -5.2% |
| 30D | +1.1% | +4.7% | -3.6% | +0.5% |
| 3M | +12.3% | +13.0% | -0.7% | +10.5% |
| 6M | +9.8% | +4.2% | +5.6% | +8.9% |
| YTD | +11.5% | +18.6% | -7.1% | +8.6% |
| 1Y | +22.3% | +31.3% | -9.0% | +17.5% |
| 3Y | +85.2% | +124.9% | -39.7% | +65.0% |
| 5Y | +170.8% | +195.6% | -24.8% | +127.8% |
| 10Y | +485.4% | +196.4% | +289.1% | +373.0% |
| All | +1,118.6% | +187.1% | +931.5% | +854.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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