+128.0%
ABBV vs ROIV
+314.9%
-187.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +0.3% |
| 7D | -1.2% | +5.3% | -6.6% | -1.8% |
| 30D | +8.0% | +11.9% | -3.9% | +6.5% |
| 3M | +20.2% | +10.7% | +9.5% | +18.2% |
| 6M | +44.0% | +34.9% | +9.1% | +36.6% |
| YTD | +31.3% | +79.2% | -47.9% | +18.2% |
| 1Y | +37.0% | +89.0% | -52.0% | +21.9% |
| 3Y | +128.0% | +337.3% | -209.4% | +71.8% |
| All | +128.0% | +314.9% | -187.0% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling