+1,118.6%
ABBV vs MO
+390.8%
+727.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -4.3% | -2.0% | -2.3% | -3.7% |
| 30D | +1.1% | -0.3% | +1.4% | +1.1% |
| 3M | +12.3% | -2.9% | +15.3% | +13.2% |
| 6M | +9.8% | +5.8% | +4.0% | +7.5% |
| YTD | +11.5% | +22.0% | -10.6% | +4.0% |
| 1Y | +22.3% | +10.7% | +11.6% | +17.4% |
| 3Y | +85.2% | +94.4% | -9.2% | +47.0% |
| 5Y | +170.8% | +97.2% | +73.6% | +111.0% |
| 10Y | +485.4% | +103.0% | +382.5% | +323.3% |
| All | +1,118.6% | +390.8% | +727.7% | +430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling