+590.1%
ABBV vs RCL
+381.8%
+208.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.8% | +8.5% | -5.8% | +2.1% |
| 30D | +7.0% | +20.4% | -13.4% | +5.3% |
| 3M | +19.2% | +11.0% | +8.2% | +18.1% |
| 6M | +47.8% | +24.9% | +22.9% | +44.5% |
| YTD | +32.5% | +23.9% | +8.6% | +29.0% |
| 1Y | +38.4% | +30.8% | +7.6% | +34.0% |
| 3Y | +134.3% | +270.4% | -136.1% | +103.3% |
| 5Y | +200.6% | +296.1% | -95.5% | +152.9% |
| 10Y | +590.1% | +375.0% | +215.1% | +465.7% |
| All | +590.1% | +381.8% | +208.3% | +465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling