+643.2%
ABBV vs LIN
+424.3%
+218.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +8.0% | +6.5% | +1.6% | +5.4% |
| 3M | +20.2% | +5.5% | +14.7% | +17.6% |
| 6M | +44.0% | +3.3% | +40.6% | +41.8% |
| YTD | +31.3% | +22.0% | +9.3% | +20.5% |
| 1Y | +37.0% | +25.7% | +11.2% | +24.2% |
| 3Y | +128.0% | +36.2% | +91.7% | +99.7% |
| 5Y | +196.9% | +66.1% | +130.8% | +135.2% |
| All | +643.2% | +424.3% | +218.9% | +236.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling