+1,156.2%
ABBV vs LIN
+453.2%
+703.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | +0.4% | -2.1% | +2.5% | +1.3% |
| 30D | +4.2% | -2.4% | +6.6% | +5.2% |
| 3M | +14.8% | -5.6% | +20.4% | +17.5% |
| 6M | +10.3% | -3.4% | +13.7% | +11.4% |
| YTD | +14.9% | +13.1% | +1.8% | +8.4% |
| 1Y | +24.1% | +2.5% | +21.7% | +22.0% |
| 3Y | +91.9% | +27.6% | +64.3% | +71.1% |
| 5Y | +176.0% | +63.0% | +113.0% | +115.6% |
| 10Y | +502.9% | +359.3% | +143.7% | +166.6% |
| All | +1,156.2% | +453.2% | +703.0% | +414.7% |
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 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