+1,156.2%
ABBV vs ROL
+555.4%
+600.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | +4.2% | -4.1% | +8.3% | +5.2% |
| 3M | +14.8% | -22.5% | +37.3% | +22.1% |
| 6M | +10.3% | -37.7% | +47.9% | +23.8% |
| YTD | +14.9% | -39.6% | +54.5% | +29.5% |
| 1Y | +24.1% | -36.0% | +60.2% | +37.4% |
| 3Y | +91.9% | -5.1% | +97.1% | +88.3% |
| 5Y | +176.0% | -3.4% | +179.4% | +162.8% |
| 10Y | +502.9% | +215.2% | +287.7% | +233.2% |
| All | +1,156.2% | +555.4% | +600.8% | +419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling