+40.7%
ABBV vs TLN
-17.6%
+58.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.5% | +11.6% | +2.3% |
| 7D | +3.1% | -6.0% | +9.1% | +2.6% |
| 30D | +11.6% | -1.5% | +13.2% | +11.6% |
| 3M | +21.7% | -3.9% | +25.6% | +21.6% |
| 6M | +43.5% | -15.0% | +58.6% | +42.7% |
| YTD | +32.9% | -12.8% | +45.7% | +32.2% |
| 1Y | +40.7% | -17.3% | +58.0% | +38.9% |
| All | +40.7% | -17.6% | +58.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling