+602.6%
ABBV vs LIN
+418.8%
+183.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +5.6% | +8.0% | -2.5% | +2.4% |
| 3M | +18.7% | +7.7% | +11.0% | +15.2% |
| 6M | +47.4% | +5.1% | +42.3% | +44.3% |
| YTD | +33.0% | +24.7% | +8.3% | +21.1% |
| 1Y | +34.9% | +25.1% | +9.8% | +22.6% |
| 3Y | +135.2% | +36.8% | +98.3% | +105.8% |
| 5Y | +202.1% | +67.9% | +134.2% | +138.8% |
| 10Y | +602.6% | +427.2% | +175.4% | +227.0% |
| All | +602.6% | +418.8% | +183.7% | +227.0% |
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