+187.2%
ABBV vs ROKU
-54.7%
+241.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | +2.0% | +2.1% | -0.2% | +1.9% |
| 3M | +14.2% | +31.8% | -17.6% | +13.8% |
| 6M | +14.1% | +53.3% | -39.2% | +13.5% |
| YTD | +14.2% | +42.1% | -27.8% | +13.7% |
| 1Y | +24.2% | +62.3% | -38.1% | +23.4% |
| 3Y | +89.8% | +84.6% | +5.2% | +86.5% |
| 5Y | +187.2% | -53.1% | +240.2% | +166.9% |
| All | +187.2% | -54.7% | +241.9% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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