+604.1%
ABBV vs ROK
+264.0%
+340.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.3% | +7.1% | -5.8% | -0.1% |
| 30D | +4.7% | -5.0% | +9.7% | +5.5% |
| 3M | +18.3% | -9.4% | +27.7% | +20.2% |
| 6M | +43.4% | -11.0% | +54.4% | +45.5% |
| YTD | +33.0% | +4.4% | +28.5% | +29.5% |
| 1Y | +30.8% | +7.4% | +23.4% | +26.5% |
| 3Y | +135.1% | +61.0% | +74.2% | +101.5% |
| 5Y | +201.2% | +30.4% | +170.9% | +167.5% |
| All | +604.1% | +264.0% | +340.2% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling