+1,118.6%
ABBV vs TEL
+596.0%
+522.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.5% |
| 7D | -4.3% | -1.4% | -2.9% | -3.9% |
| 30D | +1.1% | -4.9% | +6.0% | +2.5% |
| 3M | +12.3% | +0.1% | +12.2% | +11.5% |
| 6M | +9.8% | +0.4% | +9.4% | +8.3% |
| YTD | +11.5% | -8.9% | +20.4% | +12.7% |
| 1Y | +22.3% | -0.3% | +22.6% | +19.5% |
| 3Y | +85.2% | +67.6% | +17.5% | +48.4% |
| 5Y | +170.8% | +50.7% | +120.2% | +119.4% |
| 10Y | +485.4% | +288.6% | +196.8% | +199.5% |
| All | +1,118.6% | +596.0% | +522.6% | +363.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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