+201.2%
ABBV vs MS
+125.1%
+76.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | +0.1% | -1.7% | +1.8% | +0.2% |
| 30D | +5.6% | +0.9% | +4.7% | +5.5% |
| 3M | +18.7% | -10.8% | +29.5% | +19.8% |
| 6M | +47.4% | +0.9% | +46.5% | +46.6% |
| YTD | +33.0% | +9.8% | +23.2% | +30.5% |
| 1Y | +34.9% | +17.1% | +17.8% | +31.3% |
| 3Y | +135.2% | +175.7% | -40.5% | +100.6% |
| All | +201.2% | +125.1% | +76.1% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling