+1,156.2%
ABBV vs ROST
+870.7%
+285.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.4% | +0.9% | -0.6% | +0.2% |
| 30D | +4.2% | -8.9% | +13.1% | +6.4% |
| 3M | +14.8% | -0.8% | +15.6% | +14.8% |
| 6M | +10.3% | +8.5% | +1.8% | +7.7% |
| YTD | +14.9% | +28.6% | -13.7% | +7.7% |
| 1Y | +24.1% | +52.3% | -28.2% | +11.6% |
| 3Y | +91.9% | +94.8% | -2.9% | +60.5% |
| 5Y | +176.0% | +110.8% | +65.3% | +120.9% |
| 10Y | +502.9% | +304.5% | +198.4% | +281.2% |
| All | +1,156.2% | +870.7% | +285.4% | +543.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling