+187.2%
ABBV vs MO
+99.2%
+88.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | +2.0% | +5.8% | -3.8% | +0.4% |
| 3M | +14.2% | -4.5% | +18.7% | +15.4% |
| 6M | +14.1% | +5.7% | +8.3% | +12.2% |
| YTD | +14.2% | +23.1% | -8.9% | +7.9% |
| 1Y | +24.2% | +10.9% | +13.3% | +20.5% |
| 3Y | +89.8% | +96.1% | -6.3% | +57.7% |
| 5Y | +187.2% | +100.1% | +87.1% | +134.1% |
| All | +187.2% | +99.2% | +88.0% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling