+199.8%
ABBV vs RY
+122.0%
+77.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.4% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | +8.0% | +5.9% | +2.2% | +6.6% |
| 3M | +20.2% | -4.3% | +24.5% | +21.3% |
| 6M | +44.0% | +12.1% | +31.9% | +39.3% |
| YTD | +31.3% | +20.3% | +11.0% | +24.5% |
| 1Y | +37.0% | +41.0% | -4.0% | +24.3% |
| 3Y | +128.0% | +157.5% | -29.6% | +75.6% |
| All | +199.8% | +122.0% | +77.8% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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