+755.4%
ABBV vs RACE
+658.2%
+97.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | -3.9% | +3.9% | +0.8% |
| 30D | +5.6% | +6.8% | -1.2% | +4.2% |
| 3M | +18.7% | +1.3% | +17.3% | +18.2% |
| 6M | +47.4% | +26.3% | +21.1% | +40.3% |
| YTD | +33.0% | +13.8% | +19.2% | +28.5% |
| 1Y | +34.9% | -0.5% | +35.4% | +33.9% |
| 3Y | +135.2% | +25.6% | +109.5% | +116.8% |
| 5Y | +202.1% | +67.6% | +134.5% | +155.6% |
| 10Y | +602.6% | +724.7% | -122.1% | +303.7% |
| All | +755.4% | +658.2% | +97.2% | +353.8% |
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