+1,156.2%
ABBV vs RJF
+720.1%
+436.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | +4.2% | -1.3% | +5.4% | +4.4% |
| 3M | +14.8% | +18.9% | -4.1% | +9.2% |
| 6M | +10.3% | +15.0% | -4.8% | +5.7% |
| YTD | +14.9% | +12.2% | +2.7% | +10.3% |
| 1Y | +24.1% | +5.6% | +18.5% | +21.0% |
| 3Y | +91.9% | +74.9% | +17.1% | +58.1% |
| 5Y | +176.0% | +106.6% | +69.4% | +108.6% |
| 10Y | +502.9% | +433.1% | +69.9% | +202.9% |
| All | +1,156.2% | +720.1% | +436.1% | +483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling