+22.3%
ABBV vs P
+26.4%
-4.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -2.9% |
| 7D | -4.3% | +7.8% | -12.2% | -3.7% |
| 30D | +1.1% | +12.3% | -11.2% | +2.4% |
| 3M | +12.3% | +37.1% | -24.8% | +16.2% |
| 6M | +9.8% | +66.1% | -56.3% | +15.1% |
| YTD | +11.5% | +50.9% | -39.5% | +16.4% |
| 1Y | +22.3% | +27.2% | -5.0% | +23.8% |
| All | +22.3% | +26.4% | -4.2% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling