+216.1%
ABBV vs S
-52.7%
+268.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +1.1% |
| 7D | -1.2% | -13.4% | +12.2% | -1.2% |
| 30D | +8.0% | -14.0% | +22.0% | +8.0% |
| 3M | +20.2% | +4.9% | +15.3% | +20.2% |
| 6M | +44.0% | +42.0% | +2.0% | +44.1% |
| YTD | +31.3% | +45.1% | -13.8% | +31.5% |
| 1Y | +37.0% | +33.1% | +3.9% | +37.2% |
| 3Y | +128.0% | +40.6% | +87.3% | +129.0% |
| 5Y | +196.9% | -67.5% | +264.4% | +194.5% |
| All | +216.1% | -52.7% | +268.8% | +214.7% |
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 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