+504.9%
ABBV vs RRX
+228.4%
+276.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.3% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +3.4% | -6.1% | +9.5% | +4.3% |
| 3M | +15.2% | -23.1% | +38.3% | +18.7% |
| 6M | +14.7% | -19.5% | +34.2% | +16.4% |
| YTD | +15.2% | +16.1% | -0.9% | +9.0% |
| 1Y | +20.4% | +12.9% | +7.4% | +14.0% |
| 3Y | +91.3% | +7.9% | +83.4% | +76.4% |
| 5Y | +189.6% | +19.1% | +170.5% | +150.7% |
| All | +504.9% | +228.4% | +276.5% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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