+504.9%
ABBV vs TDY
+479.2%
+25.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +0.3% | -1.1% | +1.4% | +0.6% |
| 30D | +3.4% | -12.0% | +15.4% | +6.9% |
| 3M | +15.2% | -3.2% | +18.4% | +15.9% |
| 6M | +14.7% | -7.9% | +22.5% | +16.6% |
| YTD | +15.2% | +18.2% | -3.0% | +8.6% |
| 1Y | +20.4% | +6.7% | +13.7% | +16.7% |
| 3Y | +91.3% | +47.5% | +43.8% | +66.4% |
| 5Y | +189.6% | +39.5% | +150.1% | +151.3% |
| All | +504.9% | +479.2% | +25.6% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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