+1,156.2%
ABBV vs PHM
+675.8%
+480.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +0.4% | -3.2% | +3.6% | +1.0% |
| 30D | +4.2% | -6.4% | +10.6% | +5.4% |
| 3M | +14.8% | +5.5% | +9.3% | +13.4% |
| 6M | +10.3% | -5.4% | +15.7% | +10.9% |
| YTD | +14.9% | +6.6% | +8.3% | +12.6% |
| 1Y | +24.1% | -8.8% | +33.0% | +25.1% |
| 3Y | +91.9% | +54.1% | +37.8% | +71.0% |
| 5Y | +176.0% | +144.5% | +31.6% | +117.2% |
| 10Y | +502.9% | +569.4% | -66.5% | +245.1% |
| All | +1,156.2% | +675.8% | +480.4% | +579.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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