+504.9%
ABBV vs RTX
+286.0%
+218.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | +3.4% | -11.0% | +14.3% | +6.8% |
| 3M | +15.2% | +7.7% | +7.5% | +12.5% |
| 6M | +14.7% | -3.9% | +18.6% | +15.5% |
| YTD | +15.2% | +9.0% | +6.2% | +11.6% |
| 1Y | +20.4% | +27.3% | -6.9% | +11.1% |
| 3Y | +91.3% | +172.9% | -81.6% | +37.9% |
| 5Y | +189.6% | +165.2% | +24.4% | +106.2% |
| All | +504.9% | +286.0% | +218.9% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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