+504.9%
ABBV vs MKTX
+5.0%
+499.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +3.4% | +0.7% | +2.6% | +3.3% |
| 3M | +15.2% | +40.8% | -25.6% | +9.9% |
| 6M | +14.7% | -8.0% | +22.7% | +15.6% |
| YTD | +15.2% | -8.7% | +23.9% | +16.1% |
| 1Y | +20.4% | -11.8% | +32.2% | +21.8% |
| 3Y | +91.3% | -24.0% | +115.4% | +94.2% |
| 5Y | +189.6% | -60.3% | +249.9% | +222.3% |
| All | +504.9% | +5.0% | +499.8% | +434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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