+1,335.6%
ABBV vs THC
+754.2%
+581.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -1.2% | +3.7% | -4.9% | -1.7% |
| 30D | +8.0% | +9.0% | -1.0% | +6.9% |
| 3M | +20.2% | +10.4% | +9.8% | +18.7% |
| 6M | +44.0% | +45.7% | -1.7% | +37.0% |
| YTD | +31.3% | +42.6% | -11.3% | +24.8% |
| 1Y | +37.0% | +38.8% | -1.8% | +30.4% |
| 3Y | +128.0% | +418.8% | -290.9% | +81.0% |
| 5Y | +196.9% | +275.7% | -78.8% | +137.8% |
| 10Y | +681.2% | +1,496.2% | -815.0% | +347.9% |
| All | +1,335.6% | +754.2% | +581.5% | +816.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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