+187.2%
ABBV vs TGT
-26.4%
+213.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.8% |
| 7D | -2.0% | -5.0% | +3.0% | -1.4% |
| 30D | +2.0% | +3.0% | -1.1% | +1.6% |
| 3M | +14.2% | +22.6% | -8.5% | +11.4% |
| 6M | +14.1% | +31.2% | -17.1% | +10.3% |
| YTD | +14.2% | +63.7% | -49.5% | +7.6% |
| 1Y | +24.2% | +78.5% | -54.3% | +15.6% |
| 3Y | +89.8% | +40.5% | +49.3% | +78.2% |
| 5Y | +187.2% | -25.6% | +212.8% | +184.5% |
| All | +187.2% | -26.4% | +213.6% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling