+337.6%
ABBV vs TE
-80.5%
+418.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | +1.3% | -19.1% | +20.3% | +1.2% |
| 30D | +4.7% | -34.1% | +38.9% | +4.5% |
| 3M | +18.3% | -60.1% | +78.5% | +17.8% |
| 6M | +43.4% | -66.0% | +109.3% | +42.6% |
| YTD | +33.0% | -71.4% | +104.4% | +32.4% |
| 1Y | +30.8% | -45.3% | +76.1% | +29.9% |
| 3Y | +135.1% | +9.1% | +126.0% | +130.6% |
| 5Y | +201.2% | -82.6% | +283.8% | +197.1% |
| All | +337.6% | -80.5% | +418.0% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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