+271.3%
ABBV vs TENB
+1.4%
+269.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.9% |
| 7D | -4.3% | -5.0% | +0.7% | -4.0% |
| 30D | +1.1% | -7.4% | +8.5% | +1.5% |
| 3M | +12.3% | +22.3% | -10.0% | +9.9% |
| 6M | +9.8% | +60.2% | -50.4% | +4.7% |
| YTD | +11.5% | +43.2% | -31.8% | +7.1% |
| 1Y | +22.3% | +8.2% | +14.1% | +20.3% |
| 3Y | +85.2% | -23.8% | +109.0% | +85.9% |
| 5Y | +170.8% | -26.9% | +197.7% | +164.0% |
| All | +271.3% | +1.4% | +269.9% | +215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TENB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling