+504.9%
ABBV vs TECK
+377.7%
+127.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +0.3% | -3.8% | +4.1% | +0.5% |
| 30D | +3.4% | +0.7% | +2.6% | +3.2% |
| 3M | +15.2% | +4.6% | +10.6% | +14.4% |
| 6M | +14.7% | +25.1% | -10.4% | +11.7% |
| YTD | +15.2% | +39.2% | -24.0% | +10.8% |
| 1Y | +20.4% | +60.3% | -40.0% | +14.1% |
| 3Y | +91.3% | +62.9% | +28.4% | +78.4% |
| 5Y | +189.6% | +181.5% | +8.1% | +148.5% |
| All | +504.9% | +377.7% | +127.2% | +363.7% |
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