+733.2%
ABBV vs P
+469.1%
+264.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | +0.9% |
| 7D | -1.2% | -23.8% | +22.6% | +0.1% |
| 30D | +8.0% | -36.6% | +44.6% | +10.4% |
| 3M | +20.2% | +10.9% | +9.3% | +18.8% |
| 6M | +44.0% | +30.0% | +14.0% | +40.1% |
| YTD | +31.3% | +44.4% | -13.1% | +26.4% |
| 1Y | +37.0% | +3.9% | +33.0% | +34.2% |
| 3Y | +128.0% | +176.6% | -48.6% | +97.5% |
| 5Y | +196.9% | +249.3% | -52.4% | +144.1% |
| 10Y | +681.2% | +726.9% | -45.7% | +459.1% |
| All | +733.2% | +469.1% | +264.1% | +481.1% |
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