+1,156.2%
ABBV vs PH
+1,276.7%
-120.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.4% | -3.1% | +3.4% | +1.2% |
| 30D | +4.2% | -3.2% | +7.4% | +4.9% |
| 3M | +14.8% | +10.6% | +4.2% | +11.3% |
| 6M | +10.3% | -2.1% | +12.4% | +10.1% |
| YTD | +14.9% | +10.2% | +4.7% | +10.8% |
| 1Y | +24.1% | +28.2% | -4.1% | +14.5% |
| 3Y | +91.9% | +134.9% | -42.9% | +44.6% |
| 5Y | +176.0% | +253.6% | -77.6% | +77.6% |
| 10Y | +502.9% | +804.7% | -301.8% | +152.5% |
| All | +1,156.2% | +1,276.7% | -120.5% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling