+187.2%
ABBV vs TNA
-26.1%
+213.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +1.8% |
| 7D | -2.0% | -7.6% | +5.6% | -1.5% |
| 30D | +2.0% | -13.6% | +15.6% | +2.8% |
| 3M | +14.2% | +2.8% | +11.3% | +13.7% |
| 6M | +14.1% | +34.5% | -20.4% | +11.2% |
| YTD | +14.2% | +41.0% | -26.8% | +10.7% |
| 1Y | +24.2% | +52.0% | -27.8% | +19.4% |
| 3Y | +89.8% | +103.5% | -13.7% | +73.2% |
| 5Y | +187.2% | -22.5% | +209.7% | +164.8% |
| All | +187.2% | -26.1% | +213.3% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling