+1,118.6%
ABBV vs TECK
+140.8%
+977.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.1% | -3.3% |
| 7D | -4.3% | +7.8% | -12.1% | -4.9% |
| 30D | +1.1% | +8.3% | -7.2% | +0.4% |
| 3M | +12.3% | +16.1% | -3.8% | +10.6% |
| 6M | +9.8% | +42.9% | -33.1% | +5.9% |
| YTD | +11.5% | +50.8% | -39.3% | +6.8% |
| 1Y | +22.3% | +106.1% | -83.8% | +13.7% |
| 3Y | +85.2% | +84.0% | +1.1% | +71.6% |
| 5Y | +170.8% | +223.5% | -52.6% | +132.8% |
| 10Y | +485.4% | +378.1% | +107.3% | +353.5% |
| All | +1,118.6% | +140.8% | +977.7% | +900.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling