+37.0%
ABBV vs RBRK
+46.1%
-9.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.1% | +8.9% | -2.6% |
| 7D | -0.9% | -20.9% | +20.0% | -1.7% |
| 30D | +8.7% | -15.9% | +24.7% | +8.2% |
| 3M | +17.8% | +24.7% | -6.9% | +19.5% |
| 6M | +41.7% | +85.1% | -43.4% | +46.4% |
| YTD | +29.9% | +38.3% | -8.3% | +35.0% |
| 1Y | +37.0% | +46.2% | -9.2% | +43.3% |
| All | +37.0% | +46.1% | -9.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling