+86.7%
ABBV vs ROST
+93.3%
-6.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.1% |
| 7D | -4.1% | -2.2% | -1.9% | -3.9% |
| 30D | +1.2% | -11.4% | +12.6% | +2.7% |
| 3M | +12.1% | -1.6% | +13.7% | +12.2% |
| 6M | +12.0% | +6.8% | +5.2% | +10.8% |
| YTD | +12.4% | +25.8% | -13.4% | +8.8% |
| 1Y | +22.9% | +52.4% | -29.5% | +16.0% |
| All | +86.7% | +93.3% | -6.6% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling