+1,129.0%
ABBV vs MKTX
+419.4%
+709.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +1.2% | +1.0% | +0.2% | +1.0% |
| 3M | +12.1% | +40.8% | -28.7% | +5.8% |
| 6M | +12.0% | -10.9% | +22.9% | +13.5% |
| YTD | +12.4% | -8.6% | +21.0% | +13.2% |
| 1Y | +22.9% | -11.6% | +34.5% | +24.3% |
| 3Y | +86.8% | -24.5% | +111.3% | +89.9% |
| 5Y | +181.0% | -60.7% | +241.7% | +217.2% |
| 10Y | +497.0% | +5.1% | +491.8% | +403.2% |
| All | +1,129.0% | +419.4% | +709.6% | +538.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling