+200.0%
ABBV vs RRC
+114.1%
+85.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.5% | -10.3% | +11.9% | +2.2% |
| 30D | +6.7% | +19.5% | -12.7% | +5.4% |
| 3M | +19.9% | +27.9% | -8.0% | +17.8% |
| 6M | +47.5% | +21.2% | +26.3% | +45.3% |
| YTD | +32.2% | +39.6% | -7.4% | +28.9% |
| 1Y | +37.8% | +31.3% | +6.6% | +34.9% |
| 3Y | +134.8% | +51.9% | +82.8% | +126.8% |
| All | +200.0% | +114.1% | +85.9% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling