+85.2%
ABBV vs ROL
+1.0%
+84.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.7% |
| 7D | -4.3% | -3.4% | -0.9% | -3.9% |
| 30D | +1.1% | -6.9% | +8.1% | +2.0% |
| 3M | +12.3% | -24.6% | +36.9% | +16.2% |
| 6M | +9.8% | -39.5% | +49.3% | +16.7% |
| YTD | +11.5% | -41.1% | +52.6% | +18.2% |
| 1Y | +22.3% | -37.9% | +60.2% | +28.4% |
| 3Y | +85.2% | +0.8% | +84.4% | +80.4% |
| All | +85.2% | +1.0% | +84.1% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling