+238.0%
ABBV vs RVMD
+634.9%
-396.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +1.1% | +1.1% | +0.1% | +1.0% |
| 3M | +12.3% | +39.6% | -27.3% | +10.1% |
| 6M | +9.8% | +110.7% | -100.9% | +4.5% |
| YTD | +11.5% | +160.3% | -148.8% | +4.2% |
| 1Y | +22.3% | +404.9% | -382.7% | +9.7% |
| 3Y | +85.2% | +545.5% | -460.3% | +61.5% |
| 5Y | +170.8% | +584.7% | -413.8% | +130.7% |
| All | +238.0% | +634.9% | -396.9% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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