+134.8%
ABBV vs LIN
+37.1%
+97.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +43.9% |
| YTD | +32.2% | +23.2% | +9.0% | +19.9% |
| 1Y | +37.8% | +25.4% | +12.4% | +23.9% |
| 3Y | +134.8% | +38.3% | +96.5% | +111.7% |
| All | +134.8% | +37.1% | +97.6% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling