+22.3%
ABBV vs M
+31.9%
-9.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -3.0% |
| 7D | -4.3% | +2.4% | -6.7% | -4.3% |
| 30D | +1.1% | -11.6% | +12.7% | +1.0% |
| 3M | +12.3% | +1.6% | +10.7% | +12.5% |
| 6M | +9.8% | +25.2% | -15.4% | +10.8% |
| YTD | +11.5% | +3.8% | +7.7% | +11.7% |
| 1Y | +22.3% | +36.3% | -14.1% | +21.8% |
| All | +22.3% | +31.9% | -9.7% | +21.8% |
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