+485.4%
ABBV vs TPR
+305.2%
+180.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.5% |
| 7D | -4.3% | -3.4% | -0.9% | -3.9% |
| 30D | +1.1% | -27.3% | +28.4% | +5.0% |
| 3M | +12.3% | -16.2% | +28.6% | +14.4% |
| 6M | +9.8% | -17.9% | +27.7% | +11.8% |
| YTD | +11.5% | -7.1% | +18.6% | +11.6% |
| 1Y | +22.3% | +13.6% | +8.6% | +18.9% |
| 3Y | +85.2% | +293.7% | -208.6% | +49.4% |
| 5Y | +170.8% | +239.1% | -68.3% | +117.2% |
| 10Y | +485.4% | +311.2% | +174.3% | +308.7% |
| All | +485.4% | +305.2% | +180.2% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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