+1,156.2%
ABBV vs RY
+465.3%
+690.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +0.4% | +3.1% | -2.7% | -0.8% |
| 30D | +4.2% | -0.3% | +4.5% | +4.2% |
| 3M | +14.8% | +8.7% | +6.2% | +10.8% |
| 6M | +10.3% | +28.5% | -18.3% | -0.5% |
| YTD | +14.9% | +25.1% | -10.2% | +4.6% |
| 1Y | +24.1% | +46.3% | -22.2% | +6.0% |
| 3Y | +91.9% | +154.9% | -63.0% | +29.3% |
| 5Y | +176.0% | +140.3% | +35.7% | +87.7% |
| 10Y | +502.9% | +377.0% | +125.9% | +202.5% |
| All | +1,156.2% | +465.3% | +690.9% | +512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling