+604.1%
ABBV vs RIG
-46.1%
+650.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | 0.0% |
| 7D | +1.3% | +5.7% | -4.4% | +1.0% |
| 30D | +4.7% | -0.7% | +5.4% | +4.7% |
| 3M | +18.3% | -3.1% | +21.5% | +18.3% |
| 6M | +43.4% | -16.3% | +59.7% | +44.2% |
| YTD | +33.0% | +34.1% | -1.2% | +30.1% |
| 1Y | +30.8% | +38.2% | -7.3% | +27.8% |
| 3Y | +135.1% | -15.3% | +150.4% | +131.5% |
| 5Y | +201.2% | +62.5% | +138.8% | +179.6% |
| All | +604.1% | -46.1% | +650.2% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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