+134.7%
ABBV vs RTX
+156.0%
-21.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +2.2% | +3.4% | -1.2% | +1.5% |
| 30D | +8.0% | +8.4% | -0.4% | +6.2% |
| 3M | +19.1% | -10.7% | +29.8% | +21.5% |
| 6M | +43.5% | +11.7% | +31.8% | +39.8% |
| YTD | +32.7% | +9.3% | +23.4% | +29.7% |
| 1Y | +30.0% | +13.3% | +16.7% | +26.2% |
| All | +134.7% | +156.0% | -21.3% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling