+134.8%
ABBV vs PH
+137.6%
-2.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.3% |
| 7D | +1.5% | +3.0% | -1.5% | +1.2% |
| 30D | +6.7% | -0.6% | +7.4% | +6.7% |
| 3M | +19.9% | -10.7% | +30.7% | +21.3% |
| 6M | +47.5% | +9.1% | +38.4% | +45.3% |
| YTD | +32.2% | +9.5% | +22.7% | +29.6% |
| 1Y | +37.8% | +14.0% | +23.8% | +34.3% |
| 3Y | +134.8% | +138.9% | -4.1% | +100.6% |
| All | +134.8% | +137.6% | -2.8% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling