+182.6%
ABBV vs LIN
+61.6%
+121.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | +4.2% | -2.4% | +6.6% | +4.9% |
| 3M | +14.8% | -5.6% | +20.4% | +16.7% |
| 6M | +10.3% | -3.4% | +13.7% | +11.1% |
| YTD | +14.9% | +13.1% | +1.8% | +10.4% |
| 1Y | +24.1% | +2.5% | +21.7% | +22.7% |
| 3Y | +91.9% | +27.6% | +64.3% | +80.1% |
| All | +182.6% | +61.6% | +121.0% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling