+1,129.0%
ABBV vs RRX
+173.8%
+955.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | +1.2% | -8.0% | +9.1% | +2.5% |
| 3M | +12.1% | -25.1% | +37.2% | +16.5% |
| 6M | +12.0% | -18.3% | +30.3% | +13.6% |
| YTD | +12.4% | +14.2% | -1.7% | +6.1% |
| 1Y | +22.9% | +13.0% | +9.9% | +15.7% |
| 3Y | +86.8% | +4.2% | +82.6% | +72.0% |
| 5Y | +181.0% | +17.9% | +163.1% | +141.2% |
| 10Y | +497.0% | +220.4% | +276.5% | +252.2% |
| All | +1,129.0% | +173.8% | +955.2% | +643.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling