+63.9%
ABBV vs TEM
+61.6%
+2.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +0.4% | +0.9% | -0.5% | +0.4% |
| 30D | +4.2% | +38.4% | -34.2% | +3.1% |
| 3M | +14.8% | +23.7% | -8.8% | +13.8% |
| 6M | +10.3% | +26.0% | -15.7% | +9.0% |
| YTD | +14.9% | +9.4% | +5.5% | +14.0% |
| 1Y | +24.1% | -17.3% | +41.4% | +24.0% |
| All | +63.9% | +61.6% | +2.4% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling