+604.1%
ABBV vs M
-7.1%
+611.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +1.3% | +7.0% | -5.7% | +0.8% |
| 30D | +4.7% | +8.9% | -4.2% | +4.0% |
| 3M | +18.3% | +4.5% | +13.9% | +17.8% |
| 6M | +43.4% | +36.2% | +7.2% | +39.9% |
| YTD | +33.0% | +15.1% | +17.9% | +31.0% |
| 1Y | +30.8% | +27.4% | +3.4% | +27.8% |
| 3Y | +135.1% | +160.1% | -25.0% | +114.8% |
| 5Y | +201.2% | -1.6% | +202.8% | +187.9% |
| All | +604.1% | -7.1% | +611.2% | +481.9% |
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