+1,348.4%
ABBV vs TAP
+30.6%
+1,317.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.8% | -4.5% | +7.3% | +3.8% |
| 30D | +7.0% | +7.5% | -0.5% | +5.0% |
| 3M | +19.2% | -4.9% | +24.1% | +20.2% |
| 6M | +47.8% | -3.5% | +51.2% | +48.2% |
| YTD | +32.5% | -11.4% | +43.9% | +34.8% |
| 1Y | +38.4% | -10.8% | +49.2% | +40.4% |
| 3Y | +134.3% | -24.5% | +158.8% | +144.4% |
| 5Y | +200.6% | +2.5% | +198.2% | +185.7% |
| 10Y | +590.1% | -47.6% | +637.7% | +637.3% |
| All | +1,348.4% | +30.6% | +1,317.8% | +1,037.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling