+222.5%
ABBV vs PL
+45.6%
+176.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.8% | +5.6% | -2.9% | +2.7% |
| 30D | +7.0% | -16.9% | +23.9% | +7.0% |
| 3M | +19.2% | -38.2% | +57.5% | +19.4% |
| 6M | +47.8% | -63.4% | +111.2% | +48.2% |
| YTD | +32.5% | -27.6% | +60.1% | +32.1% |
| 1Y | +38.4% | +6.6% | +31.8% | +37.6% |
| 3Y | +134.3% | +557.6% | -423.3% | +128.0% |
| 5Y | +200.6% | +39.5% | +161.2% | +180.9% |
| All | +222.5% | +45.6% | +176.9% | +197.6% |
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