+1,354.0%
ABBV vs RRC
-12.0%
+1,366.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.3% | +6.4% | -5.1% | +0.8% |
| 30D | +4.7% | +23.9% | -19.2% | +3.0% |
| 3M | +18.3% | +30.2% | -11.8% | +15.9% |
| 6M | +43.4% | +26.3% | +17.1% | +40.6% |
| YTD | +33.0% | +48.1% | -15.1% | +28.8% |
| 1Y | +30.8% | +37.7% | -6.9% | +27.3% |
| 3Y | +135.1% | +60.3% | +74.8% | +124.6% |
| 5Y | +201.2% | +135.3% | +66.0% | +174.4% |
| 10Y | +602.7% | +73.3% | +529.4% | +501.0% |
| All | +1,354.0% | -12.0% | +1,366.0% | +1,203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling