+1,118.6%
ABBV vs PNR
+119.5%
+999.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.3% |
| 7D | -4.3% | -3.0% | -1.3% | -3.6% |
| 30D | +1.1% | -14.9% | +16.0% | +5.1% |
| 3M | +12.3% | -19.0% | +31.4% | +17.5% |
| 6M | +9.8% | -35.9% | +45.7% | +21.4% |
| YTD | +11.5% | -43.1% | +54.6% | +26.6% |
| 1Y | +22.3% | -46.4% | +68.7% | +40.9% |
| 3Y | +85.2% | -10.8% | +96.0% | +82.7% |
| 5Y | +170.8% | -18.9% | +189.7% | +169.9% |
| 10Y | +485.4% | +64.4% | +421.0% | +338.4% |
| All | +1,118.6% | +119.5% | +999.1% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling