+603.7%
ABBV vs MSCI
+799.4%
-195.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +1.5% | +1.5% | +0.1% | +1.2% |
| 30D | +6.7% | +14.4% | -7.7% | +3.6% |
| 3M | +19.9% | +15.2% | +4.7% | +16.1% |
| 6M | +47.5% | +11.2% | +36.2% | +43.2% |
| YTD | +32.2% | +13.9% | +18.3% | +27.0% |
| 1Y | +37.8% | +12.5% | +25.3% | +32.8% |
| 3Y | +134.8% | +32.3% | +102.5% | +113.1% |
| 5Y | +203.0% | +4.9% | +198.1% | +186.0% |
| 10Y | +603.7% | +779.7% | -176.0% | +218.9% |
| All | +603.7% | +799.4% | -195.7% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling