+1,353.7%
ABBV vs ROP
+358.5%
+995.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +1.2% |
| 30D | +5.6% | +30.1% | -24.5% | -5.1% |
| 3M | +18.7% | +19.9% | -1.2% | +9.9% |
| 6M | +47.4% | +46.0% | +1.4% | +25.4% |
| YTD | +33.0% | +8.4% | +24.6% | +27.0% |
| 1Y | +34.9% | +8.8% | +26.1% | +28.6% |
| 3Y | +135.2% | -5.6% | +140.8% | +135.4% |
| 5Y | +202.1% | +3.0% | +199.1% | +185.2% |
| 10Y | +602.6% | +184.0% | +418.6% | +271.3% |
| All | +1,353.7% | +358.5% | +995.2% | +496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling