+201.6%
ABBV vs LIN
+67.2%
+134.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +1.3% | +2.1% | -0.8% | +0.7% |
| 30D | +4.7% | +6.8% | -2.1% | +2.8% |
| 3M | +18.3% | +10.4% | +8.0% | +15.0% |
| 6M | +43.4% | +3.2% | +40.2% | +42.0% |
| YTD | +33.0% | +24.6% | +8.4% | +24.3% |
| 1Y | +30.8% | +24.4% | +6.4% | +22.3% |
| 3Y | +135.1% | +36.7% | +98.4% | +116.0% |
| All | +201.6% | +67.2% | +134.4% | +163.0% |
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