+639.2%
ABBV vs RACE
+647.6%
-8.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +0.4% | -2.5% | +2.9% | +0.8% |
| 30D | +4.2% | +0.8% | +3.4% | +4.0% |
| 3M | +14.8% | +17.2% | -2.3% | +11.1% |
| 6M | +10.3% | +13.6% | -3.3% | +7.0% |
| YTD | +14.9% | +12.2% | +2.7% | +11.4% |
| 1Y | +24.1% | -16.3% | +40.4% | +27.2% |
| 3Y | +91.9% | +36.4% | +55.5% | +73.4% |
| 5Y | +176.0% | +95.0% | +81.1% | +124.0% |
| 10Y | +502.9% | +813.2% | -310.3% | +239.7% |
| All | +639.2% | +647.6% | -8.5% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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