+1,354.0%
ABBV vs PHM
+693.5%
+660.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | -4.1% | +5.4% | +2.0% |
| 30D | +4.7% | +16.1% | -11.4% | +1.7% |
| 3M | +18.3% | -2.5% | +20.8% | +18.6% |
| 6M | +43.4% | +12.9% | +30.5% | +39.4% |
| YTD | +33.0% | +9.0% | +24.0% | +29.5% |
| 1Y | +30.8% | +8.2% | +22.6% | +27.5% |
| 3Y | +135.1% | +58.4% | +76.7% | +108.4% |
| 5Y | +201.2% | +159.2% | +42.1% | +134.1% |
| 10Y | +602.7% | +676.9% | -74.2% | +287.2% |
| All | +1,354.0% | +693.5% | +660.5% | +681.7% |
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