+602.8%
ABBV vs ROP
+183.9%
+418.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | -2.7% | +4.8% | +3.1% |
| 30D | +8.0% | +29.7% | -21.7% | -1.8% |
| 3M | +19.1% | +21.2% | -2.1% | +10.7% |
| 6M | +43.5% | +48.3% | -4.7% | +23.4% |
| YTD | +32.7% | +8.4% | +24.3% | +27.6% |
| 1Y | +30.0% | +6.0% | +24.0% | +26.1% |
| 3Y | +134.7% | -5.6% | +140.4% | +136.1% |
| 5Y | +200.6% | +1.3% | +199.4% | +189.1% |
| All | +602.8% | +183.9% | +418.8% | +366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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