+1,129.0%
ABBV vs PBR
+289.7%
+839.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -4.1% | +0.3% | -4.5% | -4.2% |
| 30D | +1.2% | +17.5% | -16.3% | -0.4% |
| 3M | +12.1% | +20.9% | -8.8% | +9.9% |
| 6M | +12.0% | +20.2% | -8.2% | +9.7% |
| YTD | +12.4% | +84.3% | -71.9% | +5.4% |
| 1Y | +22.9% | +77.1% | -54.2% | +15.6% |
| 3Y | +86.8% | +100.8% | -14.1% | +72.0% |
| 5Y | +181.0% | +556.1% | -375.1% | +123.1% |
| 10Y | +497.0% | +676.1% | -179.1% | +338.1% |
| All | +1,129.0% | +289.7% | +839.3% | +805.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling