+22.3%
ABBV vs ROIV
+221.6%
-199.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +18.8% | -21.7% | -4.3% |
| 7D | -4.3% | +20.2% | -24.5% | -5.7% |
| 30D | +1.1% | +14.1% | -13.0% | +0.2% |
| 3M | +12.3% | +45.6% | -33.3% | +7.6% |
| 6M | +9.8% | +44.1% | -34.3% | +4.9% |
| YTD | +11.5% | +91.2% | -79.7% | +1.7% |
| 1Y | +22.3% | +221.3% | -199.0% | -6.7% |
| All | +22.3% | +221.6% | -199.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling