+76.0%
ABBV vs MAGS
+187.7%
-111.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -4.1% | +0.8% | -4.9% | -4.1% |
| 30D | +1.2% | +0.4% | +0.8% | +1.2% |
| 3M | +12.1% | +5.6% | +6.5% | +12.4% |
| 6M | +12.0% | +12.3% | -0.3% | +12.2% |
| YTD | +12.4% | +5.1% | +7.3% | +12.5% |
| 1Y | +22.9% | +14.0% | +9.0% | +23.0% |
| 3Y | +86.8% | +129.4% | -42.6% | +93.6% |
| All | +76.0% | +187.7% | -111.7% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 5y: compounded portfolio wealth divided by compounded MAGS 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…
5y analysis · Full analysis span regression · 6 months rolling