+499.9%
ABBV vs ROST
+308.3%
+191.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | -2.5% | +0.5% | -1.5% |
| 30D | +2.0% | -10.3% | +12.2% | +4.3% |
| 3M | +14.2% | -2.6% | +16.8% | +14.6% |
| 6M | +14.1% | +6.5% | +7.5% | +12.0% |
| YTD | +14.2% | +25.9% | -11.7% | +8.1% |
| 1Y | +24.2% | +52.3% | -28.1% | +12.6% |
| 3Y | +89.8% | +94.6% | -4.8% | +60.8% |
| 5Y | +187.2% | +111.1% | +76.1% | +133.8% |
| All | +499.9% | +308.3% | +191.5% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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