+292.3%
ABBV vs REPL
-7.7%
+299.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -3.0% |
| 7D | -4.3% | -5.7% | +1.4% | -4.2% |
| 30D | +1.1% | +22.5% | -21.4% | +0.7% |
| 3M | +12.3% | +64.7% | -52.3% | +10.3% |
| 6M | +9.8% | +83.0% | -73.2% | +5.1% |
| YTD | +11.5% | +52.0% | -40.5% | +7.1% |
| 1Y | +22.3% | +144.5% | -122.3% | +14.2% |
| 3Y | +85.2% | -25.1% | +110.2% | +69.3% |
| 5Y | +170.8% | -52.9% | +223.7% | +149.3% |
| All | +292.3% | -7.7% | +299.9% | +217.6% |
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