+602.6%
ABBV vs RRC
+72.2%
+530.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +5.6% | +25.2% | -19.6% | +3.9% |
| 3M | +18.7% | +27.8% | -9.1% | +16.6% |
| 6M | +47.4% | +27.2% | +20.2% | +44.8% |
| YTD | +33.0% | +48.2% | -15.2% | +29.2% |
| 1Y | +34.9% | +34.7% | +0.2% | +31.9% |
| 3Y | +135.2% | +62.2% | +72.9% | +125.8% |
| 5Y | +202.1% | +130.9% | +71.2% | +179.0% |
| 10Y | +602.6% | +73.4% | +529.1% | +459.2% |
| All | +602.6% | +72.2% | +530.4% | +459.2% |
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