+135.1%
ABBV vs ROP
-5.1%
+140.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | +4.7% | +28.8% | -24.1% | -0.6% |
| 3M | +18.3% | +21.1% | -2.7% | +13.7% |
| 6M | +43.4% | +52.5% | -9.2% | +31.1% |
| YTD | +33.0% | +8.9% | +24.1% | +33.4% |
| 1Y | +30.8% | +8.2% | +22.6% | +31.4% |
| 3Y | +135.1% | -5.2% | +140.3% | +143.7% |
| All | +135.1% | -5.1% | +140.2% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling