+504.9%
ABBV vs MO
+114.7%
+390.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +3.4% | +7.1% | -3.8% | +1.2% |
| 3M | +15.2% | -2.0% | +17.2% | +15.7% |
| 6M | +14.7% | +7.3% | +7.4% | +12.0% |
| YTD | +15.2% | +23.5% | -8.3% | +7.7% |
| 1Y | +20.4% | +11.0% | +9.4% | +16.0% |
| 3Y | +91.3% | +95.0% | -3.6% | +55.0% |
| 5Y | +189.6% | +100.6% | +88.9% | +129.5% |
| All | +504.9% | +114.7% | +390.2% | +371.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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