+497.0%
ABBV vs ROL
+205.3%
+291.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.1% |
| 7D | -4.1% | -3.3% | -0.9% | -3.4% |
| 30D | +1.2% | -7.2% | +8.4% | +2.8% |
| 3M | +12.1% | -27.0% | +39.1% | +19.6% |
| 6M | +12.0% | -39.5% | +51.5% | +24.4% |
| YTD | +12.4% | -41.8% | +54.2% | +25.4% |
| 1Y | +22.9% | -38.9% | +61.8% | +35.3% |
| 3Y | +86.8% | -0.4% | +87.1% | +81.6% |
| 5Y | +181.0% | -4.2% | +185.2% | +169.3% |
| 10Y | +497.0% | +208.2% | +288.8% | +305.4% |
| All | +497.0% | +205.3% | +291.6% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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