+91.3%
ABBV vs PBR
+99.7%
-8.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | +0.3% | +5.4% | -5.1% | -0.1% |
| 30D | +3.4% | +22.9% | -19.5% | +1.9% |
| 3M | +15.2% | +19.6% | -4.4% | +13.8% |
| 6M | +14.7% | +16.5% | -1.8% | +13.2% |
| YTD | +15.2% | +86.7% | -71.5% | +8.5% |
| 1Y | +20.4% | +74.7% | -54.3% | +14.0% |
| 3Y | +91.3% | +102.6% | -11.2% | +76.5% |
| All | +91.3% | +99.7% | -8.4% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling