+181.0%
ABBV vs RTX
+165.2%
+15.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -4.1% | -1.6% | -2.5% | -3.8% |
| 30D | +1.2% | -11.6% | +12.7% | +3.7% |
| 3M | +12.1% | +9.2% | +2.9% | +9.8% |
| 6M | +12.0% | -4.4% | +16.4% | +12.6% |
| YTD | +12.4% | +8.9% | +3.5% | +10.0% |
| 1Y | +22.9% | +32.1% | -9.2% | +15.3% |
| 3Y | +86.8% | +151.2% | -64.5% | +51.6% |
| 5Y | +181.0% | +162.9% | +18.1% | +122.9% |
| All | +181.0% | +165.2% | +15.8% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling