+1,156.2%
ABBV vs RL
+193.8%
+962.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -1.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | +4.2% | -7.8% | +11.9% | +5.4% |
| 3M | +14.8% | -4.0% | +18.8% | +15.2% |
| 6M | +10.3% | -1.9% | +12.1% | +9.8% |
| YTD | +14.9% | -0.2% | +15.1% | +13.9% |
| 1Y | +24.1% | +10.7% | +13.5% | +20.8% |
| 3Y | +91.9% | +210.8% | -118.8% | +54.3% |
| 5Y | +176.0% | +238.2% | -62.2% | +112.5% |
| 10Y | +502.9% | +313.4% | +189.6% | +316.7% |
| All | +1,156.2% | +193.8% | +962.4% | +895.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling