+1,129.0%
ABBV vs TKO
+2,994.3%
-1,865.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | +1.2% | +0.9% | +0.3% | +1.0% |
| 3M | +12.1% | -6.2% | +18.3% | +12.7% |
| 6M | +12.0% | -5.6% | +17.6% | +12.4% |
| YTD | +12.4% | -7.8% | +20.3% | +13.0% |
| 1Y | +22.9% | -1.2% | +24.2% | +22.4% |
| 3Y | +86.8% | +106.5% | -19.8% | +69.1% |
| 5Y | +181.0% | +310.4% | -129.3% | +131.8% |
| 10Y | +497.0% | +987.5% | -490.6% | +327.7% |
| All | +1,129.0% | +2,994.3% | -1,865.3% | +543.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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