+60.4%
ABBV vs TEM
+53.2%
+7.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.5% | +1.0% |
| 7D | -4.1% | -1.1% | -3.1% | -4.1% |
| 30D | +1.2% | +11.3% | -10.1% | +0.7% |
| 3M | +12.1% | +25.5% | -13.4% | +11.1% |
| 6M | +12.0% | +17.1% | -5.1% | +11.0% |
| YTD | +12.4% | +3.8% | +8.6% | +11.7% |
| 1Y | +22.9% | -24.4% | +47.3% | +23.1% |
| All | +60.4% | +53.2% | +7.2% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling