+182.6%
ABBV vs REPL
-54.3%
+236.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | +0.4% | -3.0% | +3.4% | +0.4% |
| 30D | +4.2% | +27.1% | -23.0% | +3.9% |
| 3M | +14.8% | +52.4% | -37.6% | +14.1% |
| 6M | +10.3% | +107.4% | -97.2% | +7.6% |
| YTD | +14.9% | +54.7% | -39.8% | +12.6% |
| 1Y | +24.1% | +158.9% | -134.7% | +19.6% |
| 3Y | +91.9% | -23.7% | +115.7% | +82.0% |
| All | +182.6% | -54.3% | +236.9% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling