+85.2%
ABBV vs TAP
-31.5%
+116.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.3% |
| 7D | -4.3% | -2.3% | -2.0% | -3.9% |
| 30D | +1.1% | -9.4% | +10.5% | +2.6% |
| 3M | +12.3% | -0.8% | +13.1% | +12.4% |
| 6M | +9.8% | -14.7% | +24.5% | +12.0% |
| YTD | +11.5% | -13.9% | +25.4% | +13.3% |
| 1Y | +22.3% | -18.6% | +40.9% | +25.4% |
| 3Y | +85.2% | -32.0% | +117.2% | +91.6% |
| All | +85.2% | -31.5% | +116.7% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling