+40.7%
ABBV vs PNR
-31.2%
+71.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +3.0% |
| 7D | +3.1% | +11.9% | -8.8% | +2.7% |
| 30D | +11.6% | +37.1% | -25.5% | +10.2% |
| 3M | +21.7% | +5.7% | +16.0% | +21.8% |
| 6M | +43.5% | -5.7% | +49.2% | +44.0% |
| YTD | +32.9% | -29.8% | +62.7% | +35.1% |
| 1Y | +40.7% | -31.8% | +72.4% | +44.8% |
| All | +40.7% | -31.2% | +71.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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