+1,156.2%
ABBV vs MS
+1,408.1%
-251.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | +4.2% | -0.3% | +4.4% | +4.2% |
| 3M | +14.8% | +0.3% | +14.5% | +14.2% |
| 6M | +10.3% | +31.3% | -21.1% | +1.8% |
| YTD | +14.9% | +24.7% | -9.8% | +7.0% |
| 1Y | +24.1% | +47.9% | -23.8% | +10.0% |
| 3Y | +91.9% | +178.3% | -86.4% | +37.9% |
| 5Y | +176.0% | +144.9% | +31.2% | +101.2% |
| 10Y | +502.9% | +804.5% | -301.6% | +162.8% |
| All | +1,156.2% | +1,408.1% | -251.9% | +383.5% |
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