+242.8%
ABBV vs ROIV
+298.6%
-55.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +0.1% | +9.5% | -9.4% | -0.4% |
| 30D | +5.6% | +21.0% | -15.4% | +4.6% |
| 3M | +18.7% | +18.7% | 0.0% | +17.6% |
| 6M | +47.4% | +44.5% | +2.9% | +44.4% |
| YTD | +33.0% | +92.9% | -59.9% | +28.3% |
| 1Y | +34.9% | +100.2% | -65.3% | +30.0% |
| 3Y | +135.2% | +375.0% | -239.9% | +118.7% |
| 5Y | +202.1% | +435.2% | -233.1% | +175.3% |
| All | +242.8% | +298.6% | -55.7% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling