+89.8%
ABBV vs MDY
+47.3%
+42.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | -2.0% | -2.5% | +0.5% | -1.3% |
| 30D | +2.0% | -5.0% | +7.0% | +3.3% |
| 3M | +14.2% | +0.5% | +13.7% | +13.8% |
| 6M | +14.1% | +8.0% | +6.1% | +11.1% |
| YTD | +14.2% | +12.2% | +2.1% | +9.7% |
| 1Y | +24.2% | +14.0% | +10.2% | +18.6% |
| All | +89.8% | +47.3% | +42.5% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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