+24.2%
ABBV vs ROST
+53.4%
-29.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | -2.5% | +0.5% | -1.7% |
| 30D | +2.0% | -10.3% | +12.2% | +3.2% |
| 3M | +14.2% | -2.6% | +16.8% | +14.5% |
| 6M | +14.1% | +6.5% | +7.5% | +12.6% |
| YTD | +14.2% | +25.9% | -11.7% | +10.4% |
| 1Y | +24.2% | +52.3% | -28.1% | +17.6% |
| All | +24.2% | +53.4% | -29.2% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling