+182.6%
ABBV vs ROIV
+250.7%
-68.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.5% |
| 7D | +0.4% | +0.6% | -0.3% | +0.4% |
| 30D | +4.2% | +1.0% | +3.2% | +4.1% |
| 3M | +14.8% | +18.3% | -3.5% | +13.8% |
| 6M | +10.3% | +18.3% | -8.1% | +9.2% |
| YTD | +14.9% | +61.0% | -46.1% | +12.0% |
| 1Y | +24.1% | +177.9% | -153.7% | +18.2% |
| 3Y | +91.9% | +199.1% | -107.1% | +81.4% |
| All | +182.6% | +250.7% | -68.1% | +158.5% |
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