+1,335.7%
ABBV vs MS
+1,164.5%
+171.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.2% | -1.6% | +0.3% | -0.8% |
| 30D | +8.0% | -3.8% | +11.8% | +8.9% |
| 3M | +20.2% | -14.6% | +34.8% | +24.8% |
| 6M | +44.0% | -5.1% | +49.0% | +44.6% |
| YTD | +31.3% | +4.5% | +26.8% | +27.6% |
| 1Y | +37.0% | +13.5% | +23.4% | +30.0% |
| 3Y | +128.0% | +160.4% | -32.4% | +65.7% |
| 5Y | +196.9% | +112.9% | +84.1% | +123.6% |
| 10Y | +681.2% | +633.4% | +47.8% | +259.5% |
| All | +1,335.7% | +1,164.5% | +171.2% | +476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling