+128.0%
ABBV vs RL
+240.1%
-112.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.2% |
| 7D | -1.2% | -4.2% | +2.9% | -0.9% |
| 30D | +8.0% | +4.3% | +3.7% | +7.7% |
| 3M | +20.2% | -4.6% | +24.8% | +20.6% |
| 6M | +44.0% | +1.7% | +42.3% | +43.5% |
| YTD | +31.3% | +7.3% | +24.0% | +29.8% |
| 1Y | +37.0% | +20.8% | +16.2% | +33.8% |
| 3Y | +128.0% | +247.0% | -119.0% | +112.8% |
| All | +128.0% | +240.1% | -112.1% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling