+1,129.0%
ABBV vs TDY
+791.9%
+337.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -4.1% | -1.8% | -2.3% | -3.6% |
| 30D | +1.2% | -13.8% | +15.0% | +5.8% |
| 3M | +12.1% | -3.9% | +16.0% | +13.0% |
| 6M | +12.0% | -9.0% | +21.0% | +14.5% |
| YTD | +12.4% | +16.5% | -4.1% | +5.7% |
| 1Y | +22.9% | +9.3% | +13.7% | +17.8% |
| 3Y | +86.8% | +45.1% | +41.7% | +60.6% |
| 5Y | +181.0% | +35.0% | +146.0% | +142.5% |
| 10Y | +497.0% | +469.0% | +28.0% | +163.4% |
| All | +1,129.0% | +791.9% | +337.1% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling