+485.4%
ABBV vs RF
+334.9%
+150.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.8% |
| 7D | -4.3% | +2.7% | -7.0% | -4.8% |
| 30D | +1.1% | -3.4% | +4.5% | +1.8% |
| 3M | +12.3% | +6.4% | +6.0% | +10.8% |
| 6M | +9.8% | +13.4% | -3.6% | +6.9% |
| YTD | +11.5% | +14.2% | -2.8% | +8.0% |
| 1Y | +22.3% | +15.7% | +6.6% | +18.0% |
| 3Y | +85.2% | +91.3% | -6.2% | +58.2% |
| 5Y | +170.8% | +89.8% | +81.1% | +125.5% |
| 10Y | +485.4% | +336.7% | +148.8% | +238.9% |
| All | +485.4% | +334.9% | +150.5% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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