+1,335.6%
ABBV vs MSCI
+2,221.3%
-885.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.7% |
| 7D | -1.2% | +2.8% | -4.0% | -2.0% |
| 30D | +8.0% | +15.4% | -7.4% | +4.0% |
| 3M | +20.2% | +13.4% | +6.8% | +16.1% |
| 6M | +44.0% | +10.9% | +33.1% | +39.1% |
| YTD | +31.3% | +13.0% | +18.3% | +25.5% |
| 1Y | +37.0% | +12.0% | +24.9% | +31.2% |
| 3Y | +128.0% | +34.1% | +93.9% | +102.4% |
| 5Y | +196.9% | +3.9% | +193.0% | +176.7% |
| 10Y | +681.2% | +802.0% | -120.8% | +165.1% |
| All | +1,335.6% | +2,221.3% | -885.7% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling