+85.2%
ABBV vs PH
+141.1%
-55.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | +1.1% | -10.8% | +11.9% | +2.4% |
| 3M | +12.3% | +8.5% | +3.9% | +10.9% |
| 6M | +9.8% | +3.9% | +5.9% | +8.7% |
| YTD | +11.5% | +9.4% | +2.0% | +9.4% |
| 1Y | +22.3% | +26.8% | -4.5% | +17.4% |
| 3Y | +85.2% | +140.8% | -55.6% | +58.0% |
| All | +85.2% | +141.1% | -55.9% | +58.0% |
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