+181.0%
ABBV vs RUN
-80.3%
+261.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.4% | +0.9% |
| 7D | -4.1% | -1.8% | -2.3% | -4.1% |
| 30D | +1.2% | -10.8% | +12.0% | +1.2% |
| 3M | +12.1% | -30.2% | +42.3% | +12.1% |
| 6M | +12.0% | -22.3% | +34.4% | +12.0% |
| YTD | +12.4% | -52.2% | +64.6% | +12.4% |
| 1Y | +22.9% | -45.1% | +68.0% | +22.7% |
| 3Y | +86.8% | -37.1% | +123.9% | +85.0% |
| 5Y | +181.0% | -80.3% | +261.3% | +176.3% |
| All | +181.0% | -80.3% | +261.3% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling