+504.9%
ABBV vs ITW
+194.8%
+310.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +3.4% | -8.3% | +11.7% | +6.7% |
| 3M | +15.2% | +6.0% | +9.2% | +12.5% |
| 6M | +14.7% | 0.0% | +14.7% | +14.2% |
| YTD | +15.2% | +10.2% | +5.0% | +10.0% |
| 1Y | +20.4% | +3.2% | +17.2% | +17.9% |
| 3Y | +91.3% | +21.0% | +70.4% | +74.6% |
| 5Y | +189.6% | +37.9% | +151.7% | +144.8% |
| All | +504.9% | +194.8% | +310.0% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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