+176.6%
ABBV vs S
-56.8%
+233.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +0.4% | -7.7% | +8.1% | +0.4% |
| 30D | +4.2% | -5.3% | +9.5% | +4.2% |
| 3M | +14.8% | +20.3% | -5.4% | +14.9% |
| 6M | +10.3% | +47.4% | -37.1% | +10.3% |
| YTD | +14.9% | +32.5% | -17.6% | +15.0% |
| 1Y | +24.1% | +9.5% | +14.6% | +24.3% |
| 3Y | +91.9% | +15.5% | +76.4% | +92.6% |
| 5Y | +176.0% | -71.2% | +247.2% | +173.3% |
| All | +176.6% | -56.8% | +233.4% | +175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling