+1,348.4%
ABBV vs PTC
+745.0%
+603.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +7.0% | +1.1% | +5.9% | +6.7% |
| 3M | +19.2% | +30.1% | -10.9% | +11.9% |
| 6M | +47.8% | +34.0% | +13.7% | +36.9% |
| YTD | +32.5% | +12.8% | +19.6% | +27.0% |
| 1Y | +38.4% | +10.7% | +27.7% | +33.2% |
| 3Y | +134.3% | +29.6% | +104.7% | +112.6% |
| 5Y | +200.6% | +63.5% | +137.1% | +151.6% |
| 10Y | +590.1% | +316.7% | +273.4% | +284.7% |
| All | +1,348.4% | +745.0% | +603.4% | +521.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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