+1,156.2%
ABBV vs ROK
+565.5%
+590.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | +4.2% | -3.3% | +7.5% | +4.9% |
| 3M | +14.8% | -5.9% | +20.7% | +15.9% |
| 6M | +10.3% | +13.9% | -3.6% | +5.8% |
| YTD | +14.9% | +12.6% | +2.3% | +10.1% |
| 1Y | +24.1% | +28.6% | -4.5% | +14.7% |
| 3Y | +91.9% | +45.1% | +46.8% | +67.3% |
| 5Y | +176.0% | +45.6% | +130.5% | +134.1% |
| 10Y | +502.9% | +345.0% | +157.9% | +219.5% |
| All | +1,156.2% | +565.5% | +590.7% | +447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling