+187.4%
ABBV vs ROIV
+295.0%
-107.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +18.8% | -21.7% | -3.8% |
| 7D | -4.3% | +20.2% | -24.5% | -5.2% |
| 30D | +1.1% | +14.1% | -13.0% | +0.4% |
| 3M | +12.3% | +45.6% | -33.3% | +10.2% |
| 6M | +9.8% | +44.1% | -34.3% | +7.6% |
| YTD | +11.5% | +91.2% | -79.7% | +7.7% |
| 1Y | +22.3% | +221.3% | -199.0% | +15.4% |
| 3Y | +85.2% | +229.2% | -144.0% | +73.5% |
| 5Y | +170.8% | +316.5% | -145.6% | +149.2% |
| All | +187.4% | +295.0% | -107.7% | +164.3% |
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