+59.0%
ABBV vs TEM
+60.7%
-1.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -4.3% | +3.2% | -7.6% | -4.4% |
| 30D | +1.1% | +23.5% | -22.4% | +0.4% |
| 3M | +12.3% | +32.3% | -20.0% | +11.1% |
| 6M | +9.8% | +23.0% | -13.2% | +8.6% |
| YTD | +11.5% | +8.9% | +2.6% | +10.6% |
| 1Y | +22.3% | -19.9% | +42.1% | +22.2% |
| All | +59.0% | +60.7% | -1.7% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling