+1,156.2%
ABBV vs TAP
+32.3%
+1,123.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | +4.2% | -2.1% | +6.3% | +4.6% |
| 3M | +14.8% | +6.6% | +8.2% | +13.0% |
| 6M | +10.3% | -11.5% | +21.8% | +12.9% |
| YTD | +14.9% | -10.3% | +25.2% | +16.9% |
| 1Y | +24.1% | -14.4% | +38.5% | +27.4% |
| 3Y | +91.9% | -28.3% | +120.2% | +103.1% |
| 5Y | +176.0% | +1.7% | +174.3% | +163.4% |
| 10Y | +502.9% | -49.2% | +552.2% | +551.3% |
| All | +1,156.2% | +32.3% | +1,123.9% | +886.5% |
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