+278.1%
ABBV vs TE
-53.0%
+331.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.4% |
| 7D | +0.4% | -4.0% | +4.4% | +0.4% |
| 30D | +4.2% | -15.9% | +20.1% | +4.1% |
| 3M | +14.8% | -60.5% | +75.4% | +14.8% |
| 6M | +10.3% | -35.2% | +45.5% | +10.3% |
| YTD | +14.9% | -31.1% | +46.0% | +14.9% |
| 1Y | +24.1% | +148.6% | -124.5% | +23.0% |
| 3Y | +91.9% | -26.4% | +118.3% | +89.4% |
| 5Y | +176.0% | -48.0% | +224.1% | +172.5% |
| All | +278.1% | -53.0% | +331.0% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling