+1,320.5%
ABBV vs LIN
+503.7%
+816.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | -0.9% | +3.6% | -4.5% | -2.3% |
| 30D | +8.7% | +6.4% | +2.4% | +5.9% |
| 3M | +17.8% | +6.5% | +11.3% | +14.7% |
| 6M | +41.7% | +4.9% | +36.8% | +38.6% |
| YTD | +29.9% | +23.4% | +6.5% | +18.1% |
| 1Y | +37.0% | +26.3% | +10.6% | +23.2% |
| 3Y | +125.2% | +38.0% | +87.2% | +94.4% |
| 5Y | +193.8% | +68.0% | +125.8% | +127.7% |
| 10Y | +673.0% | +437.1% | +235.9% | +217.8% |
| All | +1,320.5% | +503.7% | +816.8% | +460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling