+497.0%
ABBV vs ROP
+132.1%
+364.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -4.1% | -6.1% | +2.0% | -1.9% |
| 30D | +1.2% | -3.4% | +4.5% | +2.3% |
| 3M | +12.1% | +16.7% | -4.6% | +5.5% |
| 6M | +12.0% | +8.1% | +4.0% | +8.1% |
| YTD | +12.4% | -11.7% | +24.1% | +16.7% |
| 1Y | +22.9% | -24.2% | +47.2% | +35.5% |
| 3Y | +86.8% | -19.0% | +105.7% | +98.3% |
| 5Y | +181.0% | -15.9% | +196.9% | +188.7% |
| 10Y | +497.0% | +135.7% | +361.3% | +279.3% |
| All | +497.0% | +132.1% | +364.8% | +279.3% |
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