+220.1%
ABBV vs S
-51.7%
+271.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.3% | +2.0% | -0.7% | +1.3% |
| 30D | +4.7% | -2.7% | +7.4% | +4.7% |
| 3M | +18.3% | -6.9% | +25.2% | +18.3% |
| 6M | +43.4% | +38.1% | +5.3% | +43.5% |
| YTD | +33.0% | +48.0% | -15.0% | +33.1% |
| 1Y | +30.8% | +34.5% | -3.7% | +31.0% |
| 3Y | +135.1% | +38.3% | +96.8% | +136.1% |
| 5Y | +201.2% | -70.9% | +272.1% | +198.5% |
| All | +220.1% | -51.7% | +271.9% | +218.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling