+1,156.2%
ABBV vs RIG
-84.8%
+1,241.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.3% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | +4.2% | +13.8% | -9.6% | +3.4% |
| 3M | +14.8% | -6.4% | +21.2% | +15.1% |
| 6M | +10.3% | -8.2% | +18.4% | +10.4% |
| YTD | +14.9% | +41.6% | -26.8% | +12.2% |
| 1Y | +24.1% | +88.7% | -64.6% | +19.0% |
| 3Y | +91.9% | -30.9% | +122.8% | +91.2% |
| 5Y | +176.0% | +57.7% | +118.4% | +155.6% |
| 10Y | +502.9% | -39.3% | +542.2% | +425.5% |
| All | +1,156.2% | -84.8% | +1,241.0% | +1,161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling