+181.0%
ABBV vs RJF
+106.2%
+74.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -4.1% | -0.3% | -3.9% | -4.1% |
| 30D | +1.2% | -2.0% | +3.2% | +1.4% |
| 3M | +12.1% | +16.3% | -4.2% | +9.7% |
| 6M | +12.0% | +16.9% | -4.9% | +9.4% |
| YTD | +12.4% | +10.4% | +2.0% | +10.3% |
| 1Y | +22.9% | +7.4% | +15.5% | +21.0% |
| 3Y | +86.8% | +72.2% | +14.5% | +68.4% |
| 5Y | +181.0% | +105.1% | +75.9% | +140.1% |
| All | +181.0% | +106.2% | +74.9% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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