+181.0%
ABBV vs RVTY
-34.2%
+215.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | -4.1% | -5.4% | +1.3% | -3.3% |
| 30D | +1.2% | +6.7% | -5.6% | +0.1% |
| 3M | +12.1% | +19.0% | -6.9% | +9.0% |
| 6M | +12.0% | +34.6% | -22.6% | +6.5% |
| YTD | +12.4% | +28.3% | -15.9% | +7.2% |
| 1Y | +22.9% | +46.0% | -23.1% | +14.3% |
| 3Y | +86.8% | +16.9% | +69.9% | +78.6% |
| 5Y | +181.0% | -32.9% | +213.9% | +187.7% |
| All | +181.0% | -34.2% | +215.2% | +187.7% |
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