+504.9%
ABBV vs RNG
+222.9%
+282.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +0.3% | -6.1% | +6.3% | +0.6% |
| 30D | +3.4% | +9.6% | -6.2% | +2.7% |
| 3M | +15.2% | +83.3% | -68.1% | +10.7% |
| 6M | +14.7% | +77.9% | -63.3% | +9.9% |
| YTD | +15.2% | +139.9% | -124.7% | +7.5% |
| 1Y | +20.4% | +121.7% | -101.3% | +12.8% |
| 3Y | +91.3% | +121.9% | -30.5% | +76.3% |
| 5Y | +189.6% | -68.4% | +257.9% | +207.9% |
| All | +504.9% | +222.9% | +282.0% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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