+201.0%
ABBV vs RVTY
-8.9%
+209.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.8% | -2.7% | +5.4% | +3.1% |
| 30D | +7.0% | +3.2% | +3.7% | +6.3% |
| 3M | +19.2% | +37.2% | -17.9% | +13.4% |
| 6M | +47.8% | +57.7% | -9.9% | +37.3% |
| YTD | +32.5% | +64.8% | -32.4% | +21.4% |
| 1Y | +38.4% | +72.8% | -34.4% | +25.7% |
| 3Y | +134.3% | +89.8% | +44.5% | +109.5% |
| All | +201.0% | -8.9% | +209.8% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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