+367.1%
ABBV vs REPL
+37.4%
+329.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +2.2% | +9.8% | -7.6% | +2.0% |
| 30D | +8.0% | +81.5% | -73.5% | +6.7% |
| 3M | +19.1% | +44.2% | -25.1% | +18.1% |
| 6M | +43.5% | +437.4% | -393.9% | +35.9% |
| YTD | +32.7% | +126.1% | -93.4% | +26.4% |
| 1Y | +30.0% | +143.1% | -113.1% | +23.6% |
| 3Y | +134.7% | +97.8% | +36.9% | +106.9% |
| 5Y | +200.7% | -34.3% | +234.9% | +175.6% |
| All | +367.1% | +37.4% | +329.7% | +274.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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