+485.4%
ABBV vs P
+712.4%
-226.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.1% |
| 7D | -4.3% | +7.8% | -12.2% | -4.8% |
| 30D | +1.1% | +12.3% | -11.2% | +0.3% |
| 3M | +12.3% | +37.1% | -24.8% | +9.7% |
| 6M | +9.8% | +66.1% | -56.3% | +5.2% |
| YTD | +11.5% | +50.9% | -39.5% | +7.2% |
| 1Y | +22.3% | +27.2% | -5.0% | +18.1% |
| 3Y | +85.2% | +158.7% | -73.5% | +60.4% |
| 5Y | +170.8% | +291.1% | -120.3% | +115.3% |
| 10Y | +485.4% | +715.0% | -229.6% | +295.6% |
| All | +485.4% | +712.4% | -226.9% | +295.6% |
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