+189.6%
ABBV vs TOST
-48.0%
+237.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.4% | -3.4% | +3.8% | +0.4% |
| 30D | +4.2% | -2.4% | +6.6% | +4.2% |
| 3M | +14.8% | +34.6% | -19.8% | +14.2% |
| 6M | +10.3% | +15.2% | -4.9% | +9.9% |
| YTD | +14.9% | -4.4% | +19.3% | +14.9% |
| 1Y | +24.1% | -17.4% | +41.6% | +24.5% |
| 3Y | +91.9% | +54.5% | +37.5% | +89.7% |
| All | +189.6% | -48.0% | +237.5% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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