+1,118.6%
ABBV vs TGT
+317.6%
+801.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +1.1% | +9.5% | -8.4% | -0.6% |
| 3M | +12.3% | +32.3% | -19.9% | +6.4% |
| 6M | +9.8% | +37.0% | -27.2% | +3.2% |
| YTD | +11.5% | +71.0% | -59.6% | +0.2% |
| 1Y | +22.3% | +85.0% | -62.8% | +8.0% |
| 3Y | +85.2% | +46.8% | +38.3% | +65.8% |
| 5Y | +170.8% | -22.7% | +193.6% | +171.5% |
| 10Y | +485.4% | +216.3% | +269.2% | +295.0% |
| All | +1,118.6% | +317.6% | +801.0% | +658.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling