+201.6%
ABBV vs RF
+47.5%
+154.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +1.3% | +1.9% | -0.7% | +1.0% |
| 30D | +4.7% | +7.3% | -2.6% | +3.7% |
| 3M | +18.3% | -7.9% | +26.3% | +19.6% |
| 6M | +43.4% | +10.5% | +32.9% | +41.3% |
| YTD | +33.0% | +9.6% | +23.3% | +30.8% |
| 1Y | +30.8% | +20.3% | +10.5% | +26.9% |
| 3Y | +135.1% | +119.5% | +15.6% | +109.4% |
| All | +201.6% | +47.5% | +154.1% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling