+1,353.7%
ABBV vs TPR
+247.1%
+1,106.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +0.1% | +6.4% | -6.4% | -0.8% |
| 30D | +5.6% | +13.8% | -8.2% | +3.7% |
| 3M | +18.7% | -16.6% | +35.3% | +21.1% |
| 6M | +47.4% | +0.7% | +46.7% | +46.4% |
| YTD | +33.0% | +5.3% | +27.6% | +30.6% |
| 1Y | +34.9% | +32.4% | +2.6% | +28.4% |
| 3Y | +135.2% | +406.4% | -271.2% | +80.4% |
| 5Y | +202.1% | +227.9% | -25.9% | +141.1% |
| 10Y | +602.6% | +371.7% | +230.9% | +376.1% |
| All | +1,353.7% | +247.1% | +1,106.6% | +875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling