+603.7%
ABBV vs TMUS
+260.7%
+343.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.5% | -0.3% |
| 7D | +1.5% | +5.3% | -3.8% | +0.2% |
| 30D | +6.7% | +13.5% | -6.8% | +3.3% |
| 3M | +19.9% | -4.2% | +24.2% | +20.4% |
| 6M | +47.5% | -11.9% | +59.3% | +50.4% |
| YTD | +32.2% | -15.6% | +47.8% | +35.9% |
| 1Y | +37.8% | -16.8% | +54.6% | +42.2% |
| 3Y | +134.8% | +20.8% | +114.0% | +113.6% |
| 5Y | +203.0% | +48.0% | +155.0% | +154.9% |
| 10Y | +603.7% | +234.7% | +369.0% | +380.1% |
| All | +603.7% | +260.7% | +343.0% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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