+86.7%
ABBV vs TECK
+75.5%
+11.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.0% |
| 7D | -4.1% | +4.9% | -9.0% | -4.4% |
| 30D | +1.2% | +5.2% | -4.0% | +0.9% |
| 3M | +12.1% | +13.8% | -1.7% | +11.2% |
| 6M | +12.0% | +38.5% | -26.5% | +9.2% |
| YTD | +12.4% | +47.3% | -34.9% | +8.7% |
| 1Y | +22.9% | +81.0% | -58.1% | +16.6% |
| All | +86.7% | +75.5% | +11.2% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling