+603.7%
ABBV vs M
+3.7%
+600.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.1% |
| 7D | +1.5% | +2.5% | -1.0% | +1.3% |
| 30D | +6.7% | +10.1% | -3.3% | +6.0% |
| 3M | +19.9% | -0.9% | +20.9% | +19.9% |
| 6M | +47.5% | +30.2% | +17.3% | +44.3% |
| YTD | +32.2% | +16.3% | +15.9% | +30.1% |
| 1Y | +37.8% | +27.0% | +10.9% | +34.7% |
| 3Y | +134.8% | +154.5% | -19.7% | +114.7% |
| 5Y | +203.0% | -1.1% | +204.1% | +189.4% |
| 10Y | +603.7% | +0.5% | +603.2% | +499.0% |
| All | +603.7% | +3.7% | +600.0% | +499.0% |
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