+497.0%
ABBV vs M
-7.1%
+504.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +1.1% |
| 7D | -4.1% | -4.1% | -0.1% | -3.9% |
| 30D | +1.2% | -13.6% | +14.8% | +2.2% |
| 3M | +12.1% | -2.3% | +14.4% | +12.1% |
| 6M | +12.0% | +21.9% | -9.9% | +10.2% |
| YTD | +12.4% | -0.6% | +13.0% | +12.0% |
| 1Y | +22.9% | +29.7% | -6.8% | +19.9% |
| 3Y | +86.8% | +107.3% | -20.5% | +73.2% |
| 5Y | +181.0% | +20.5% | +160.5% | +163.4% |
| 10Y | +497.0% | -6.1% | +503.1% | +402.2% |
| All | +497.0% | -7.1% | +504.1% | +402.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling