+240.9%
ABBV vs ROIV
+287.3%
-46.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.5% |
| 7D | +1.5% | +13.3% | -11.8% | +1.0% |
| 30D | +6.7% | +14.8% | -8.0% | +6.0% |
| 3M | +19.9% | +11.9% | +8.0% | +19.1% |
| 6M | +47.5% | +42.4% | +5.1% | +44.6% |
| YTD | +32.2% | +87.4% | -55.2% | +27.8% |
| 1Y | +37.8% | +97.2% | -59.4% | +32.8% |
| 3Y | +134.8% | +375.7% | -240.9% | +118.4% |
| 5Y | +203.0% | +379.0% | -176.0% | +176.9% |
| All | +240.9% | +287.3% | -46.4% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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