+1,156.2%
ABBV vs MSI
+941.7%
+214.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | +0.4% | -3.7% | +4.1% | +1.6% |
| 30D | +4.2% | +6.8% | -2.7% | +1.9% |
| 3M | +14.8% | +14.3% | +0.5% | +9.8% |
| 6M | +10.3% | -1.6% | +11.8% | +10.1% |
| YTD | +14.9% | +22.8% | -7.9% | +6.6% |
| 1Y | +24.1% | -1.1% | +25.2% | +23.5% |
| 3Y | +91.9% | +70.5% | +21.5% | +57.6% |
| 5Y | +176.0% | +102.8% | +73.2% | +109.6% |
| 10Y | +502.9% | +597.4% | -94.5% | +181.6% |
| All | +1,156.2% | +941.7% | +214.5% | +365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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