+603.7%
ABBV vs LIN
+430.8%
+172.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.7% | +7.6% | -0.8% | +3.7% |
| 3M | +19.9% | +6.5% | +13.4% | +16.9% |
| 6M | +47.5% | +6.2% | +41.3% | +43.7% |
| YTD | +32.2% | +23.2% | +9.0% | +20.9% |
| 1Y | +37.8% | +25.4% | +12.4% | +25.1% |
| 3Y | +134.8% | +38.3% | +96.5% | +104.5% |
| 5Y | +203.0% | +64.4% | +138.6% | +141.5% |
| 10Y | +603.7% | +417.3% | +186.4% | +226.5% |
| All | +603.7% | +430.8% | +172.9% | +226.5% |
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