+559.8%
ABBV vs RUN
-34.8%
+594.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | 0.0% |
| 7D | +2.2% | -13.7% | +15.8% | +2.5% |
| 30D | +8.0% | +9.4% | -1.4% | +7.6% |
| 3M | +19.1% | -13.4% | +32.5% | +19.4% |
| 6M | +43.5% | -39.6% | +83.1% | +45.0% |
| YTD | +32.7% | -53.7% | +86.4% | +34.3% |
| 1Y | +30.0% | -56.2% | +86.2% | +31.7% |
| 3Y | +134.7% | -9.7% | +144.5% | +122.7% |
| 5Y | +200.6% | -85.5% | +286.1% | +202.1% |
| 10Y | +601.3% | +66.7% | +534.6% | +480.5% |
| All | +559.8% | -34.8% | +594.6% | +453.4% |
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 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