+133.8%
ABBV vs PL
+574.6%
-440.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.5% | -13.8% | +0.6% |
| 7D | +1.5% | +10.9% | -9.3% | +1.5% |
| 30D | +6.7% | -16.4% | +23.1% | +6.8% |
| 3M | +19.9% | -39.9% | +59.9% | +20.1% |
| 6M | +47.5% | -63.2% | +110.6% | +48.2% |
| YTD | +32.2% | -27.1% | +59.3% | +31.6% |
| 1Y | +37.8% | +12.2% | +25.7% | +36.4% |
| All | +133.8% | +574.6% | -440.8% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling