+499.9%
ABBV vs RMBS
+554.0%
-54.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.3% | +1.8% |
| 7D | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | +2.0% | -11.5% | +13.4% | +2.7% |
| 3M | +14.2% | -38.2% | +52.4% | +17.3% |
| 6M | +14.1% | -4.8% | +18.8% | +11.6% |
| YTD | +14.2% | -7.1% | +21.4% | +11.2% |
| 1Y | +24.2% | +10.7% | +13.5% | +17.5% |
| 3Y | +89.8% | +54.5% | +35.3% | +64.9% |
| 5Y | +187.2% | +261.7% | -74.5% | +101.7% |
| All | +499.9% | +554.0% | -54.1% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling