+1,348.4%
ABBV vs RVTY
+417.9%
+930.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +2.8% | -2.7% | +5.4% | +3.4% |
| 30D | +7.0% | +3.2% | +3.7% | +5.7% |
| 3M | +19.2% | +37.2% | -17.9% | +8.6% |
| 6M | +47.8% | +57.7% | -9.9% | +28.9% |
| YTD | +32.5% | +64.8% | -32.4% | +12.6% |
| 1Y | +38.4% | +72.8% | -34.4% | +15.8% |
| 3Y | +134.3% | +89.8% | +44.5% | +84.7% |
| 5Y | +200.6% | -8.4% | +209.1% | +190.5% |
| 10Y | +590.1% | +219.5% | +370.7% | +246.7% |
| All | +1,348.4% | +417.9% | +930.4% | +540.0% |
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