+64.4%
ABBV vs TEM
+47.5%
+16.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | +0.3% | -8.7% | +8.9% | +0.5% |
| 30D | +3.4% | +8.1% | -4.7% | +3.0% |
| 3M | +15.2% | +19.0% | -3.8% | +14.3% |
| 6M | +14.7% | +12.0% | +2.7% | +13.8% |
| YTD | +15.2% | -0.1% | +15.3% | +14.6% |
| 1Y | +20.4% | -33.5% | +53.9% | +21.0% |
| All | +64.4% | +47.5% | +16.8% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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