+1,156.2%
ABBV vs TPR
+218.0%
+938.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.4% | -2.3% | +2.7% | +0.7% |
| 30D | +4.2% | -23.0% | +27.1% | +7.6% |
| 3M | +14.8% | -12.5% | +27.3% | +16.4% |
| 6M | +10.3% | -21.4% | +31.7% | +13.1% |
| YTD | +14.9% | -3.5% | +18.4% | +14.4% |
| 1Y | +24.1% | +17.4% | +6.8% | +20.0% |
| 3Y | +91.9% | +291.3% | -199.3% | +52.9% |
| 5Y | +176.0% | +241.9% | -65.9% | +118.1% |
| 10Y | +502.9% | +322.7% | +180.3% | +315.6% |
| All | +1,156.2% | +218.0% | +938.2% | +753.9% |
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