+135.1%
ABBV vs ROK
+63.3%
+71.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.3% | +7.1% | -5.8% | +0.7% |
| 30D | +4.7% | -5.0% | +9.7% | +5.1% |
| 3M | +18.3% | -9.4% | +27.7% | +19.2% |
| 6M | +43.4% | -11.0% | +54.4% | +44.3% |
| YTD | +33.0% | +4.4% | +28.5% | +30.8% |
| 1Y | +30.8% | +7.4% | +23.4% | +28.2% |
| 3Y | +135.1% | +61.0% | +74.2% | +112.1% |
| All | +135.1% | +63.3% | +71.8% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling