+504.9%
ABBV vs MKSI
+524.1%
-19.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | +0.3% | +2.7% | -2.4% | 0.0% |
| 30D | +3.4% | -12.8% | +16.2% | +4.7% |
| 3M | +15.2% | -22.5% | +37.7% | +17.0% |
| 6M | +14.7% | +19.4% | -4.7% | +9.8% |
| YTD | +15.2% | +67.7% | -52.5% | +5.2% |
| 1Y | +20.4% | +131.4% | -111.0% | +4.7% |
| 3Y | +91.3% | +197.3% | -106.0% | +53.4% |
| 5Y | +189.6% | +87.0% | +102.6% | +142.8% |
| All | +504.9% | +524.1% | -19.2% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling