+1,351.1%
ABBV vs RVTY
+411.2%
+939.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +2.2% | +4.1% | -1.9% | +1.0% |
| 30D | +8.0% | +1.3% | +6.7% | +7.3% |
| 3M | +19.1% | +33.3% | -14.2% | +9.3% |
| 6M | +43.5% | +58.3% | -14.8% | +25.1% |
| YTD | +32.7% | +62.7% | -30.0% | +13.2% |
| 1Y | +30.0% | +67.2% | -37.2% | +9.9% |
| 3Y | +134.7% | +87.3% | +47.4% | +85.7% |
| 5Y | +200.6% | -13.4% | +214.1% | +196.7% |
| 10Y | +601.3% | +217.2% | +384.1% | +252.5% |
| All | +1,351.1% | +411.2% | +939.9% | +543.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling