+20.4%
ABBV vs RIG
+77.2%
-56.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.8% |
| 7D | +0.3% | -3.1% | +3.3% | +0.3% |
| 30D | +3.4% | -0.5% | +3.9% | +3.4% |
| 3M | +15.2% | -6.0% | +21.2% | +15.1% |
| 6M | +14.7% | -10.1% | +24.8% | +14.5% |
| YTD | +15.2% | +37.3% | -22.1% | +15.4% |
| 1Y | +20.4% | +73.9% | -53.5% | +20.8% |
| All | +20.4% | +77.2% | -56.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling