+1,156.2%
ABBV vs TRGP
+866.5%
+289.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +4.2% | +11.5% | -7.3% | +2.6% |
| 3M | +14.8% | +9.0% | +5.8% | +13.4% |
| 6M | +10.3% | +20.5% | -10.2% | +7.3% |
| YTD | +14.9% | +59.5% | -44.6% | +7.7% |
| 1Y | +24.1% | +77.9% | -53.8% | +14.5% |
| 3Y | +91.9% | +253.6% | -161.6% | +60.1% |
| 5Y | +176.0% | +615.5% | -439.4% | +107.2% |
| 10Y | +502.9% | +897.1% | -394.2% | +291.3% |
| All | +1,156.2% | +866.5% | +289.7% | +606.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling