+40.7%
ABBV vs M
+36.6%
+4.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.6% | -4.5% | +2.9% |
| 7D | +3.1% | +8.3% | -5.2% | +2.9% |
| 30D | +11.6% | +14.2% | -2.6% | +11.4% |
| 3M | +21.7% | -1.1% | +22.8% | +21.3% |
| 6M | +43.5% | +36.6% | +6.9% | +43.9% |
| YTD | +32.9% | +19.8% | +13.1% | +32.8% |
| 1Y | +40.7% | +37.2% | +3.5% | +39.1% |
| All | +40.7% | +36.6% | +4.1% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling