+1,156.2%
ABBV vs PAAS
+240.3%
+915.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.4% |
| 30D | +4.2% | +6.8% | -2.6% | +4.1% |
| 3M | +14.8% | -2.9% | +17.7% | +14.8% |
| 6M | +10.3% | -16.4% | +26.7% | +10.4% |
| YTD | +14.9% | 0.0% | +14.9% | +14.7% |
| 1Y | +24.1% | +54.3% | -30.2% | +23.0% |
| 3Y | +91.9% | +230.7% | -138.7% | +87.5% |
| 5Y | +176.0% | +111.6% | +64.4% | +170.4% |
| 10Y | +502.9% | +211.7% | +291.2% | +489.4% |
| All | +1,156.2% | +240.3% | +915.9% | +1,111.2% |
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