+91.0%
ABBV vs M
+123.1%
-32.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.6% |
| 7D | +0.4% | +4.7% | -4.3% | +0.1% |
| 30D | +4.2% | -9.6% | +13.8% | +4.9% |
| 3M | +14.8% | +0.9% | +14.0% | +14.6% |
| 6M | +10.3% | +22.3% | -12.0% | +8.4% |
| YTD | +14.9% | +6.5% | +8.4% | +13.9% |
| 1Y | +24.1% | +38.8% | -14.6% | +20.0% |
| All | +91.0% | +123.1% | -32.0% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling