+1,335.7%
ABBV vs M
-0.6%
+1,336.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.5% |
| 7D | -1.2% | -4.3% | +3.1% | -0.9% |
| 30D | +8.0% | +1.3% | +6.7% | +7.8% |
| 3M | +20.2% | -7.4% | +27.6% | +20.8% |
| 6M | +44.0% | +18.3% | +25.6% | +41.4% |
| YTD | +31.3% | +7.6% | +23.7% | +29.6% |
| 1Y | +37.0% | +17.4% | +19.6% | +34.1% |
| 3Y | +128.0% | +108.4% | +19.6% | +107.5% |
| 5Y | +196.9% | -10.6% | +207.5% | +183.5% |
| 10Y | +681.2% | -3.2% | +684.4% | +592.9% |
| All | +1,335.7% | -0.6% | +1,336.3% | +1,189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling