+504.9%
ABBV vs TNA
+86.1%
+418.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | +0.3% | -7.3% | +7.5% | +1.2% |
| 30D | +3.4% | -14.2% | +17.5% | +5.2% |
| 3M | +15.2% | -4.6% | +19.8% | +15.5% |
| 6M | +14.7% | +36.9% | -22.2% | +9.0% |
| YTD | +15.2% | +42.5% | -27.4% | +8.4% |
| 1Y | +20.4% | +45.8% | -25.4% | +12.1% |
| 3Y | +91.3% | +104.7% | -13.3% | +60.3% |
| 5Y | +189.6% | -21.7% | +211.3% | +160.4% |
| All | +504.9% | +86.1% | +418.8% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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