+181.0%
ABBV vs TECK
+213.6%
-32.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.0% |
| 7D | -4.1% | +4.9% | -9.0% | -4.3% |
| 30D | +1.2% | +5.2% | -4.0% | +0.9% |
| 3M | +12.1% | +13.8% | -1.7% | +11.3% |
| 6M | +12.0% | +38.5% | -26.5% | +9.8% |
| YTD | +12.4% | +47.3% | -34.9% | +9.6% |
| 1Y | +22.9% | +81.0% | -58.1% | +18.4% |
| 3Y | +86.8% | +79.9% | +6.9% | +78.3% |
| 5Y | +181.0% | +207.9% | -26.8% | +166.1% |
| All | +181.0% | +213.6% | -32.6% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling