+1,335.6%
ABBV vs PAAS
+172.9%
+1,162.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +44.4% |
| YTD | +31.3% | -19.8% | +51.1% | +31.4% |
| 1Y | +37.0% | +22.8% | +14.1% | +36.1% |
| 3Y | +128.0% | +183.6% | -55.7% | +123.0% |
| 5Y | +196.9% | +73.8% | +123.1% | +191.5% |
| 10Y | +681.2% | +185.6% | +495.7% | +664.7% |
| All | +1,335.6% | +172.9% | +1,162.8% | +1,287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling