+629.0%
ABBV vs P
+485.4%
+143.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | +0.4% | +6.5% | -6.2% | 0.0% |
| 30D | +4.2% | +18.8% | -14.7% | +3.0% |
| 3M | +14.8% | +26.7% | -11.9% | +12.8% |
| 6M | +10.3% | +62.2% | -51.9% | +6.1% |
| YTD | +14.9% | +48.5% | -33.6% | +10.9% |
| 1Y | +24.1% | +26.4% | -2.3% | +20.2% |
| 3Y | +91.9% | +159.4% | -67.5% | +68.3% |
| 5Y | +176.0% | +275.8% | -99.8% | +126.1% |
| 10Y | +502.9% | +732.0% | -229.1% | +333.2% |
| All | +629.0% | +485.4% | +143.7% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling