+497.0%
ABBV vs TAP
-51.4%
+548.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -4.1% | -5.1% | +1.0% | -3.1% |
| 30D | +1.2% | -8.4% | +9.6% | +3.0% |
| 3M | +12.1% | -3.9% | +16.0% | +12.9% |
| 6M | +12.0% | -14.4% | +26.4% | +15.3% |
| YTD | +12.4% | -14.7% | +27.1% | +15.4% |
| 1Y | +22.9% | -18.7% | +41.6% | +27.3% |
| 3Y | +86.8% | -32.6% | +119.4% | +99.4% |
| 5Y | +181.0% | -1.4% | +182.4% | +170.6% |
| 10Y | +497.0% | -50.4% | +547.4% | +499.2% |
| All | +497.0% | -51.4% | +548.3% | +499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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