+641.1%
ABBV vs PR
+147.8%
+493.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -2.1% |
| 7D | -0.9% | -16.5% | +15.7% | -0.3% |
| 30D | +8.7% | -4.5% | +13.3% | +8.9% |
| 3M | +17.8% | +8.5% | +9.3% | +17.4% |
| 6M | +41.7% | -3.3% | +45.0% | +41.7% |
| YTD | +29.9% | +55.7% | -25.8% | +27.7% |
| 1Y | +37.0% | +82.0% | -45.1% | +33.9% |
| 3Y | +125.2% | +62.5% | +62.7% | +120.1% |
| 5Y | +193.8% | +223.9% | -30.1% | +178.3% |
| 10Y | +673.0% | +64.2% | +608.8% | +683.2% |
| All | +641.1% | +147.8% | +493.3% | +642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling