+1,159.4%
ABBV vs MDY
+322.2%
+837.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +0.3% | -1.9% | +2.1% | +1.2% |
| 30D | +3.4% | -4.6% | +8.0% | +5.8% |
| 3M | +15.2% | -1.2% | +16.4% | +15.7% |
| 6M | +14.7% | +9.2% | +5.5% | +9.0% |
| YTD | +15.2% | +13.1% | +2.1% | +7.2% |
| 1Y | +20.4% | +13.0% | +7.4% | +11.9% |
| 3Y | +91.3% | +49.2% | +42.1% | +50.1% |
| 5Y | +189.6% | +47.2% | +142.3% | +122.0% |
| 10Y | +511.7% | +176.0% | +335.8% | +180.7% |
| All | +1,159.4% | +322.2% | +837.3% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling