+504.9%
ABBV vs TGT
+207.4%
+297.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +0.3% | -5.2% | +5.5% | +1.1% |
| 30D | +3.4% | +1.2% | +2.2% | +3.1% |
| 3M | +15.2% | +18.4% | -3.2% | +11.8% |
| 6M | +14.7% | +33.4% | -18.8% | +9.0% |
| YTD | +15.2% | +63.8% | -48.6% | +5.6% |
| 1Y | +20.4% | +77.2% | -56.8% | +8.7% |
| 3Y | +91.3% | +41.8% | +49.6% | +74.5% |
| 5Y | +189.6% | -25.5% | +215.1% | +191.9% |
| All | +504.9% | +207.4% | +297.5% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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