+304.4%
ABBV vs REPL
-6.0%
+310.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +14.8% | +52.4% | -37.6% | +13.0% |
| 6M | +10.3% | +107.4% | -97.2% | +5.1% |
| YTD | +14.9% | +54.7% | -39.8% | +10.4% |
| 1Y | +24.1% | +158.9% | -134.7% | +15.7% |
| 3Y | +91.9% | -23.7% | +115.7% | +75.4% |
| 5Y | +176.0% | -54.3% | +230.4% | +154.7% |
| All | +304.4% | -6.0% | +310.4% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling