+199.8%
ABBV vs PAAS
+71.7%
+128.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | -1.2% | +8.4% | -9.6% | -1.3% |
| 30D | +8.0% | -7.2% | +15.2% | +8.1% |
| 3M | +20.2% | -14.0% | +34.2% | +20.3% |
| 6M | +44.0% | -26.8% | +70.7% | +44.3% |
| YTD | +31.3% | -19.8% | +51.1% | +31.2% |
| 1Y | +37.0% | +22.8% | +14.1% | +35.7% |
| 3Y | +128.0% | +183.6% | -55.7% | +121.0% |
| All | +199.8% | +71.7% | +128.1% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 5y: compounded portfolio wealth divided by compounded PAAS 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…
5y analysis · Full analysis span regression · 6 months rolling