+1,118.6%
ABBV vs TNA
+333.6%
+784.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -4.3% | +4.1% | -8.4% | -4.9% |
| 30D | +1.1% | -7.6% | +8.7% | +2.2% |
| 3M | +12.3% | +8.1% | +4.2% | +10.5% |
| 6M | +9.8% | +49.0% | -39.2% | +2.1% |
| YTD | +11.5% | +51.7% | -40.3% | +2.7% |
| 1Y | +22.3% | +59.6% | -37.4% | +10.9% |
| 3Y | +85.2% | +118.9% | -33.7% | +48.6% |
| 5Y | +170.8% | -19.2% | +190.0% | +136.9% |
| 10Y | +485.4% | +77.2% | +408.2% | +231.9% |
| All | +1,118.6% | +333.6% | +784.9% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling