+1,129.0%
ABBV vs MKSI
+1,087.1%
+41.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -4.1% | +6.6% | -10.8% | -5.0% |
| 30D | +1.2% | -8.2% | +9.4% | +2.1% |
| 3M | +12.1% | -16.4% | +28.5% | +12.9% |
| 6M | +12.0% | +23.0% | -10.9% | +5.8% |
| YTD | +12.4% | +68.2% | -55.8% | +0.7% |
| 1Y | +22.9% | +148.6% | -125.6% | +2.7% |
| 3Y | +86.8% | +196.0% | -109.2% | +43.2% |
| 5Y | +181.0% | +87.4% | +93.7% | +126.6% |
| 10Y | +497.0% | +523.8% | -26.8% | +177.5% |
| All | +1,129.0% | +1,087.1% | +41.9% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling