+504.9%
ABBV vs TRGP
+863.3%
-358.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +3.4% | +8.0% | -4.7% | +2.3% |
| 3M | +15.2% | +8.3% | +7.0% | +13.9% |
| 6M | +14.7% | +23.9% | -9.2% | +11.4% |
| YTD | +15.2% | +59.6% | -44.4% | +8.2% |
| 1Y | +20.4% | +79.4% | -59.1% | +11.2% |
| 3Y | +91.3% | +269.4% | -178.1% | +60.0% |
| 5Y | +189.6% | +641.6% | -452.1% | +119.5% |
| All | +504.9% | +863.3% | -358.4% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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