+199.8%
ABBV vs PL
+20.8%
+179.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.4% | -9.3% | +1.0% |
| 7D | -1.2% | -6.8% | +5.6% | -1.2% |
| 30D | +8.0% | -29.3% | +37.3% | +8.1% |
| 3M | +20.2% | -44.8% | +64.9% | +20.3% |
| 6M | +44.0% | -68.4% | +112.4% | +44.5% |
| YTD | +31.3% | -36.4% | +67.7% | +31.0% |
| 1Y | +37.0% | +0.7% | +36.3% | +36.2% |
| 3Y | +128.0% | +455.3% | -327.4% | +121.9% |
| All | +199.8% | +20.8% | +179.0% | +184.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling