+218.9%
ABBV vs S
-49.1%
+268.0%
-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 | +2.8% | +1.4% | +1.4% | +2.8% |
| 30D | +7.0% | -10.8% | +17.8% | +6.9% |
| 3M | +19.2% | +5.4% | +13.8% | +19.3% |
| 6M | +47.8% | +41.2% | +6.5% | +47.9% |
| YTD | +32.5% | +56.2% | -23.7% | +32.6% |
| 1Y | +38.4% | +36.3% | +2.1% | +38.6% |
| 3Y | +134.3% | +49.4% | +84.9% | +135.3% |
| 5Y | +200.6% | -66.9% | +267.5% | +198.2% |
| All | +218.9% | -49.1% | +268.0% | +217.5% |
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