+602.8%
ABBV vs RRC
+71.8%
+530.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +2.2% | +2.5% | -0.4% | +2.0% |
| 30D | +8.0% | +21.1% | -13.2% | +6.5% |
| 3M | +19.1% | +28.4% | -9.3% | +17.0% |
| 6M | +43.5% | +26.5% | +17.1% | +41.1% |
| YTD | +32.7% | +47.0% | -14.3% | +29.0% |
| 1Y | +30.0% | +35.2% | -5.2% | +27.0% |
| 3Y | +134.7% | +61.0% | +73.8% | +125.5% |
| 5Y | +200.6% | +133.6% | +67.0% | +177.4% |
| All | +602.8% | +71.8% | +530.9% | +461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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