+1,345.5%
ABBV vs PM
+340.4%
+1,005.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.5% |
| 7D | +1.5% | -7.3% | +8.8% | +4.1% |
| 30D | +6.7% | -4.0% | +10.7% | +8.1% |
| 3M | +19.9% | +2.7% | +17.2% | +18.7% |
| 6M | +47.5% | +14.9% | +32.6% | +40.2% |
| YTD | +32.2% | +23.5% | +8.7% | +21.8% |
| 1Y | +37.8% | +30.4% | +7.5% | +24.5% |
| 3Y | +134.8% | +143.2% | -8.5% | +66.0% |
| 5Y | +203.0% | +159.5% | +43.5% | +106.6% |
| 10Y | +603.7% | +234.7% | +369.0% | +317.0% |
| All | +1,345.5% | +340.4% | +1,005.0% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling