+602.8%
ABBV vs RTX
+261.8%
+341.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +2.2% | +3.4% | -1.2% | +1.2% |
| 30D | +8.0% | +8.4% | -0.4% | +5.4% |
| 3M | +19.1% | -10.7% | +29.8% | +22.7% |
| 6M | +43.5% | +11.7% | +31.8% | +38.3% |
| YTD | +32.7% | +9.3% | +23.4% | +28.3% |
| 1Y | +30.0% | +13.3% | +16.7% | +24.3% |
| 3Y | +134.7% | +156.1% | -21.4% | +72.9% |
| 5Y | +200.6% | +148.5% | +52.1% | +119.1% |
| All | +602.8% | +261.8% | +341.0% | +364.3% |
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