+643.2%
ABBV vs PR
+66.0%
+577.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +1.0% |
| 7D | -1.2% | -16.4% | +15.2% | -0.6% |
| 30D | +8.0% | -1.9% | +9.9% | +8.0% |
| 3M | +20.2% | +8.0% | +12.2% | +19.8% |
| 6M | +44.0% | +4.1% | +39.9% | +43.6% |
| YTD | +31.3% | +58.7% | -27.4% | +29.0% |
| 1Y | +37.0% | +75.8% | -38.9% | +34.1% |
| 3Y | +128.0% | +73.2% | +54.8% | +122.2% |
| 5Y | +196.9% | +230.1% | -33.2% | +180.7% |
| All | +643.2% | +66.0% | +577.1% | +667.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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