+201.6%
ABBV vs PR
+273.3%
-71.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +1.3% | +6.0% | -4.7% | +1.0% |
| 30D | +4.7% | -4.2% | +8.9% | +4.9% |
| 3M | +18.3% | +10.0% | +8.4% | +17.7% |
| 6M | +43.4% | +15.6% | +27.8% | +42.1% |
| YTD | +33.0% | +68.2% | -35.2% | +29.0% |
| 1Y | +30.8% | +79.2% | -48.4% | +26.4% |
| 3Y | +135.1% | +94.9% | +40.2% | +124.5% |
| All | +201.6% | +273.3% | -71.7% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling