+34.9%
ABBV vs LIN
+25.4%
+9.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +5.6% | +8.0% | -2.5% | +4.0% |
| 3M | +18.7% | +7.7% | +11.0% | +17.0% |
| 6M | +47.4% | +5.1% | +42.3% | +46.6% |
| YTD | +33.0% | +24.7% | +8.3% | +30.3% |
| 1Y | +34.9% | +25.1% | +9.8% | +38.6% |
| All | +34.9% | +25.4% | +9.6% | +38.6% |
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