+603.7%
ABBV vs P
+748.5%
-144.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | +0.3% |
| 7D | +1.5% | -9.6% | +11.2% | +2.0% |
| 30D | +6.7% | -33.4% | +40.2% | +8.9% |
| 3M | +19.9% | +14.2% | +5.7% | +18.3% |
| 6M | +47.5% | +31.6% | +15.9% | +43.3% |
| YTD | +32.2% | +53.5% | -21.3% | +26.5% |
| 1Y | +37.8% | +14.2% | +23.7% | +34.1% |
| 3Y | +134.8% | +190.5% | -55.7% | +100.3% |
| 5Y | +203.0% | +256.3% | -53.3% | +144.6% |
| 10Y | +603.7% | +707.9% | -104.2% | +381.8% |
| All | +603.7% | +748.5% | -144.8% | +381.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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