+744.7%
ABBV vs RACE
+658.9%
+85.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | -1.2% | +5.1% | -6.3% | -2.1% |
| 30D | +8.0% | +7.7% | +0.3% | +6.5% |
| 3M | +20.2% | +2.2% | +18.0% | +19.6% |
| 6M | +44.0% | +23.8% | +20.2% | +37.5% |
| YTD | +31.3% | +13.9% | +17.4% | +26.9% |
| 1Y | +37.0% | +3.8% | +33.2% | +34.8% |
| 3Y | +128.0% | +28.0% | +99.9% | +109.3% |
| 5Y | +196.9% | +64.9% | +132.0% | +152.3% |
| 10Y | +681.2% | +780.4% | -99.1% | +342.9% |
| All | +744.7% | +658.9% | +85.9% | +348.1% |
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