+40.7%
ABBV vs PM
+48.8%
-8.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.8% |
| 7D | +3.1% | +4.3% | -1.2% | +2.3% |
| 30D | +11.6% | +11.5% | +0.1% | +9.6% |
| 3M | +21.7% | +13.0% | +8.6% | +19.1% |
| 6M | +43.5% | +25.9% | +17.6% | +39.5% |
| YTD | +32.9% | +34.0% | -1.1% | +30.9% |
| 1Y | +40.7% | +46.9% | -6.2% | +36.2% |
| All | +40.7% | +48.8% | -8.2% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling