+134.8%
ABBV vs PM
+141.6%
-6.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.2% |
| 7D | +1.5% | -7.3% | +8.8% | +3.3% |
| 30D | +6.7% | -4.0% | +10.7% | +7.7% |
| 3M | +19.9% | +2.7% | +17.2% | +19.2% |
| 6M | +47.5% | +14.9% | +32.6% | +43.2% |
| YTD | +32.2% | +23.5% | +8.7% | +26.1% |
| 1Y | +37.8% | +30.4% | +7.5% | +29.7% |
| 3Y | +134.8% | +143.2% | -8.5% | +90.0% |
| All | +134.8% | +141.6% | -6.8% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling