+134.7%
ABBV vs RF
+117.2%
+17.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +8.0% | +5.6% | +2.4% | +7.1% |
| 3M | +19.1% | -8.9% | +28.0% | +20.6% |
| 6M | +43.5% | +7.1% | +36.5% | +41.9% |
| YTD | +32.7% | +8.3% | +24.4% | +30.2% |
| 1Y | +30.0% | +16.8% | +13.2% | +25.9% |
| All | +134.7% | +117.2% | +17.5% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling