+1,348.4%
ABBV vs TMUS
+973.1%
+375.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.8% | +9.5% | -6.7% | +0.6% |
| 30D | +7.0% | +13.8% | -6.8% | +3.7% |
| 3M | +19.2% | -4.6% | +23.8% | +19.8% |
| 6M | +47.8% | -11.7% | +59.5% | +50.4% |
| YTD | +32.5% | -15.4% | +47.9% | +35.8% |
| 1Y | +38.4% | -16.1% | +54.5% | +42.1% |
| 3Y | +134.3% | +20.5% | +113.8% | +116.7% |
| 5Y | +200.6% | +48.7% | +151.9% | +159.9% |
| 10Y | +590.1% | +240.8% | +349.3% | +380.2% |
| All | +1,348.4% | +973.1% | +375.2% | +780.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling