+604.1%
ABBV vs PM
+264.7%
+339.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +1.3% | +0.5% | +0.7% | +1.1% |
| 30D | +4.7% | -3.2% | +7.9% | +5.7% |
| 3M | +18.3% | +6.2% | +12.1% | +15.9% |
| 6M | +43.4% | +7.7% | +35.7% | +39.6% |
| YTD | +33.0% | +27.3% | +5.7% | +21.8% |
| 1Y | +30.8% | +32.8% | -2.0% | +18.0% |
| 3Y | +135.1% | +150.0% | -14.9% | +66.9% |
| 5Y | +201.2% | +164.2% | +37.0% | +107.0% |
| All | +604.1% | +264.7% | +339.5% | +356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling