+185.0%
ABBV vs ITW
+35.4%
+149.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.3% |
| 30D | +2.0% | -9.5% | +11.5% | +4.8% |
| 3M | +14.2% | +6.6% | +7.5% | +12.0% |
| 6M | +14.1% | -1.8% | +15.8% | +14.3% |
| YTD | +14.2% | +9.0% | +5.2% | +10.7% |
| 1Y | +24.2% | +3.6% | +20.7% | +22.2% |
| 3Y | +89.8% | +19.4% | +70.4% | +78.6% |
| All | +185.0% | +35.4% | +149.7% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling