+181.0%
ABBV vs RCL
+233.3%
-52.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +0.9% |
| 7D | -4.1% | -2.2% | -1.9% | -4.0% |
| 30D | +1.2% | -15.7% | +16.8% | +2.0% |
| 3M | +12.1% | -8.0% | +20.1% | +12.4% |
| 6M | +12.0% | -10.1% | +22.2% | +12.3% |
| YTD | +12.4% | -5.9% | +18.3% | +12.2% |
| 1Y | +22.9% | -23.5% | +46.4% | +23.8% |
| 3Y | +86.8% | +174.4% | -87.6% | +74.9% |
| 5Y | +181.0% | +227.1% | -46.1% | +156.7% |
| All | +181.0% | +233.3% | -52.2% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling