+643.2%
ABBV vs PLUG
+6.6%
+636.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.4% | -6.3% | +0.9% |
| 7D | -1.2% | +5.8% | -7.1% | -1.4% |
| 30D | +8.0% | -18.5% | +26.6% | +8.6% |
| 3M | +20.2% | -30.0% | +50.1% | +21.2% |
| 6M | +44.0% | -56.2% | +100.2% | +46.8% |
| YTD | +31.3% | -26.4% | +57.7% | +31.2% |
| 1Y | +37.0% | -42.2% | +79.2% | +37.7% |
| 3Y | +128.0% | -76.8% | +204.8% | +126.8% |
| 5Y | +196.9% | -96.2% | +293.1% | +210.4% |
| All | +643.2% | +6.6% | +636.6% | +517.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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