+223.7%
ABBV vs PL
+40.9%
+182.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +1.3% | +10.0% | -8.8% | +1.2% |
| 30D | +4.7% | -2.3% | +7.0% | +4.7% |
| 3M | +18.3% | -44.2% | +62.6% | +18.5% |
| 6M | +43.4% | -66.1% | +109.5% | +43.9% |
| YTD | +33.0% | -30.0% | +63.0% | +32.7% |
| 1Y | +30.8% | +21.0% | +9.8% | +29.9% |
| 3Y | +135.1% | +516.5% | -381.4% | +128.8% |
| 5Y | +201.2% | +32.0% | +169.2% | +181.5% |
| All | +223.7% | +40.9% | +182.8% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling