+1,353.7%
ABBV vs MAR
+1,189.7%
+164.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.1% | +1.0% | -1.0% | -0.2% |
| 30D | +5.6% | +16.2% | -10.6% | +2.2% |
| 3M | +18.7% | +23.1% | -4.4% | +13.4% |
| 6M | +47.4% | +22.0% | +25.4% | +40.8% |
| YTD | +33.0% | +39.2% | -6.2% | +22.9% |
| 1Y | +34.9% | +48.3% | -13.3% | +23.0% |
| 3Y | +135.2% | +123.4% | +11.8% | +92.6% |
| 5Y | +202.1% | +185.4% | +16.7% | +127.1% |
| 10Y | +602.6% | +539.2% | +63.4% | +270.7% |
| All | +1,353.7% | +1,189.7% | +164.1% | +446.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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