+471.2%
ABBV vs RUN
-31.9%
+503.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | +4.2% | -15.3% | +19.4% | +4.6% |
| 3M | +14.8% | -40.0% | +54.8% | +16.2% |
| 6M | +10.3% | -27.0% | +37.2% | +10.8% |
| YTD | +14.9% | -51.7% | +66.6% | +16.3% |
| 1Y | +24.1% | -45.9% | +70.0% | +24.8% |
| 3Y | +91.9% | -43.8% | +135.7% | +85.4% |
| 5Y | +176.0% | -80.5% | +256.5% | +172.3% |
| 10Y | +502.9% | +45.3% | +457.7% | +401.1% |
| All | +471.2% | -31.9% | +503.1% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling