+201.6%
ABBV vs ROIV
+380.3%
-178.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +1.3% | +1.7% | -0.4% | +1.2% |
| 30D | +4.7% | +17.6% | -12.9% | +3.9% |
| 3M | +18.3% | +9.0% | +9.4% | +17.7% |
| 6M | +43.4% | +35.3% | +8.1% | +40.7% |
| YTD | +33.0% | +82.2% | -49.2% | +28.4% |
| 1Y | +30.8% | +92.3% | -61.5% | +25.9% |
| 3Y | +135.1% | +336.8% | -201.7% | +118.4% |
| All | +201.6% | +380.3% | -178.7% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling