+1,156.2%
ABBV vs RTX
+424.1%
+732.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | +0.4% | -5.2% | +5.5% | +2.0% |
| 30D | +4.2% | -9.4% | +13.5% | +7.4% |
| 3M | +14.8% | +12.3% | +2.5% | +10.3% |
| 6M | +10.3% | -3.1% | +13.4% | +10.8% |
| YTD | +14.9% | +10.7% | +4.2% | +10.4% |
| 1Y | +24.1% | +28.4% | -4.3% | +13.3% |
| 3Y | +91.9% | +147.1% | -55.1% | +38.3% |
| 5Y | +176.0% | +167.2% | +8.8% | +89.4% |
| 10Y | +502.9% | +274.7% | +228.2% | +238.9% |
| All | +1,156.2% | +424.1% | +732.1% | +496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling