+602.6%
ABBV vs PH
+725.6%
-123.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.1% | +6.9% | -6.8% | -1.5% |
| 30D | +5.6% | +1.7% | +3.9% | +4.9% |
| 3M | +18.7% | -8.1% | +26.8% | +20.6% |
| 6M | +47.4% | +11.5% | +35.9% | +42.7% |
| YTD | +33.0% | +11.4% | +21.6% | +28.1% |
| 1Y | +34.9% | +14.1% | +20.8% | +29.1% |
| 3Y | +135.2% | +138.2% | -3.1% | +82.0% |
| 5Y | +202.1% | +216.0% | -13.9% | +110.9% |
| 10Y | +602.6% | +710.0% | -107.4% | +280.3% |
| All | +602.6% | +725.6% | -123.0% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling