+40.7%
ABBV vs LIN
+27.8%
+12.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.6% |
| 7D | +3.1% | +3.3% | -0.2% | +2.4% |
| 30D | +11.6% | +8.8% | +2.8% | +9.8% |
| 3M | +21.7% | +8.6% | +13.0% | +19.7% |
| 6M | +43.5% | +7.0% | +36.5% | +42.7% |
| YTD | +32.9% | +24.3% | +8.6% | +29.5% |
| 1Y | +40.7% | +27.3% | +13.4% | +40.2% |
| All | +40.7% | +27.8% | +12.9% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling