+643.2%
ABBV vs TPR
+383.4%
+259.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -1.2% | +14.2% | -15.4% | -2.9% |
| 30D | +8.0% | +17.1% | -9.1% | +5.8% |
| 3M | +20.2% | -17.7% | +37.9% | +22.6% |
| 6M | +44.0% | -10.2% | +54.1% | +45.0% |
| YTD | +31.3% | +4.9% | +26.4% | +29.3% |
| 1Y | +37.0% | +36.1% | +0.8% | +30.3% |
| 3Y | +128.0% | +416.5% | -288.5% | +77.6% |
| 5Y | +196.9% | +254.8% | -57.9% | +137.8% |
| All | +643.2% | +383.4% | +259.8% | +416.7% |
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