+85.2%
ABBV vs ROP
-18.5%
+103.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.4% |
| 7D | -4.3% | -5.4% | +1.1% | -3.2% |
| 30D | +1.1% | -1.6% | +2.8% | +1.4% |
| 3M | +12.3% | +18.8% | -6.5% | +8.1% |
| 6M | +9.8% | +8.2% | +1.6% | +7.9% |
| YTD | +11.5% | -10.5% | +21.9% | +16.4% |
| 1Y | +22.3% | -23.7% | +46.0% | +34.9% |
| 3Y | +85.2% | -17.9% | +103.0% | +93.6% |
| All | +85.2% | -18.5% | +103.7% | +93.6% |
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