+44.0%
ABBV vs S
+39.0%
+5.0%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +1.1% |
| 7D | -1.2% | -13.4% | +12.2% | -1.5% |
| 30D | +8.0% | -14.0% | +22.0% | +7.8% |
| 3M | +20.2% | +4.9% | +15.3% | +21.5% |
| 6M | +44.0% | +42.0% | +2.0% | +50.6% |
| All | +44.0% | +39.0% | +5.0% | +50.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling