+182.6%
ABBV vs RF
+89.8%
+92.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +4.2% | -3.6% | +7.8% | +4.7% |
| 3M | +14.8% | +8.1% | +6.7% | +13.6% |
| 6M | +10.3% | +11.5% | -1.2% | +8.5% |
| YTD | +14.9% | +15.6% | -0.7% | +12.2% |
| 1Y | +24.1% | +15.7% | +8.5% | +21.1% |
| 3Y | +91.9% | +86.9% | +5.0% | +73.8% |
| All | +182.6% | +89.8% | +92.8% | +150.8% |
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 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