+604.1%
ABBV vs TECK
+198.5%
+405.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +1.3% | -0.4% | +1.7% | +1.3% |
| 30D | +4.7% | -7.1% | +11.8% | +5.3% |
| 3M | +18.3% | -5.5% | +23.8% | +18.6% |
| 6M | +43.4% | -9.7% | +53.1% | +43.8% |
| YTD | +33.0% | +26.3% | +6.7% | +28.7% |
| 1Y | +30.8% | +44.4% | -13.6% | +25.0% |
| 3Y | +135.1% | +70.1% | +65.1% | +117.8% |
| 5Y | +201.2% | +125.8% | +75.5% | +163.6% |
| All | +604.1% | +198.5% | +405.7% | +444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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