+305.8%
ABBV vs ROKU
+883.2%
-577.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +1.1% | +1.5% | -0.3% | +1.1% |
| 3M | +12.3% | +25.7% | -13.4% | +11.4% |
| 6M | +9.8% | +54.5% | -44.7% | +8.0% |
| YTD | +11.5% | +43.2% | -31.7% | +9.9% |
| 1Y | +22.3% | +56.3% | -34.0% | +20.0% |
| 3Y | +85.2% | +86.1% | -0.9% | +78.0% |
| 5Y | +170.8% | -53.6% | +224.4% | +170.3% |
| All | +305.8% | +883.2% | -577.3% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling