+604.1%
ABBV vs RUN
+68.6%
+535.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +1.3% | -13.5% | +14.8% | +1.6% |
| 30D | +4.7% | +18.3% | -13.6% | +4.1% |
| 3M | +18.3% | -12.5% | +30.8% | +18.6% |
| 6M | +43.4% | -40.3% | +83.7% | +45.0% |
| YTD | +33.0% | -53.1% | +86.1% | +34.6% |
| 1Y | +30.8% | -54.3% | +85.1% | +32.4% |
| 3Y | +135.1% | -6.5% | +141.6% | +121.8% |
| 5Y | +201.2% | -85.3% | +286.5% | +204.7% |
| All | +604.1% | +68.6% | +535.6% | +451.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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