+175.0%
ABBV vs S
-56.9%
+232.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +2.0% | -11.8% | +13.8% | +1.9% |
| 3M | +14.2% | +33.9% | -19.8% | +14.2% |
| 6M | +14.1% | +40.1% | -26.0% | +14.1% |
| YTD | +14.2% | +32.1% | -17.8% | +14.3% |
| 1Y | +24.2% | +11.0% | +13.2% | +24.4% |
| 3Y | +89.8% | +16.9% | +72.9% | +90.4% |
| 5Y | +187.2% | -68.9% | +256.1% | +185.0% |
| All | +175.0% | -56.9% | +232.0% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded S 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling