+504.9%
ABBV vs TMO
+338.2%
+166.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +3.4% | +1.1% | +2.2% | +2.9% |
| 3M | +15.2% | +28.3% | -13.1% | +5.3% |
| 6M | +14.7% | +23.3% | -8.6% | +5.7% |
| YTD | +15.2% | +5.5% | +9.7% | +11.8% |
| 1Y | +20.4% | +24.5% | -4.2% | +9.7% |
| 3Y | +91.3% | +19.6% | +71.8% | +74.1% |
| 5Y | +189.6% | +8.1% | +181.4% | +165.1% |
| All | +504.9% | +338.2% | +166.6% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling