+187.2%
ABBV vs RKT
-11.7%
+198.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | -2.0% | -7.2% | +5.2% | -1.7% |
| 30D | +2.0% | -7.9% | +9.9% | +2.2% |
| 3M | +14.2% | +5.2% | +9.0% | +13.7% |
| 6M | +14.1% | -14.9% | +29.0% | +14.4% |
| YTD | +14.2% | -31.9% | +46.1% | +15.3% |
| 1Y | +24.2% | -36.9% | +61.1% | +25.7% |
| 3Y | +89.8% | +35.7% | +54.1% | +83.4% |
| 5Y | +187.2% | -9.7% | +196.8% | +176.2% |
| All | +187.2% | -11.7% | +198.9% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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