+20.4%
ABBV vs TE
+149.2%
-128.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.9% |
| 7D | +0.3% | +0.2% | 0.0% | +0.3% |
| 30D | +3.4% | -5.9% | +9.3% | +3.3% |
| 3M | +15.2% | -45.6% | +60.8% | +14.1% |
| 6M | +14.7% | -43.4% | +58.0% | +14.6% |
| YTD | +15.2% | -31.0% | +46.2% | +16.1% |
| 1Y | +20.4% | +145.2% | -124.8% | +25.9% |
| All | +20.4% | +149.2% | -128.8% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling