+24.1%
ABBV vs MS
+49.4%
-25.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +0.4% | +1.4% | -1.0% | +0.5% |
| 30D | +4.2% | -0.3% | +4.4% | +4.1% |
| 3M | +14.8% | +0.3% | +14.5% | +14.9% |
| 6M | +10.3% | +31.3% | -21.1% | +11.8% |
| YTD | +14.9% | +24.7% | -9.8% | +15.5% |
| 1Y | +24.1% | +47.9% | -23.8% | +24.7% |
| All | +24.1% | +49.4% | -25.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling