+238.6%
ABBV vs ROIV
+270.3%
-31.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.8% |
| 7D | -1.2% | +5.3% | -6.6% | -1.5% |
| 30D | +8.0% | +11.9% | -3.9% | +7.4% |
| 3M | +20.2% | +10.7% | +9.5% | +19.4% |
| 6M | +44.0% | +34.9% | +9.1% | +41.5% |
| YTD | +31.3% | +79.2% | -47.9% | +27.2% |
| 1Y | +37.0% | +89.0% | -52.0% | +32.3% |
| 3Y | +128.0% | +337.3% | -209.4% | +112.7% |
| 5Y | +196.9% | +402.3% | -205.4% | +171.3% |
| All | +238.6% | +270.3% | -31.7% | +212.2% |
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