+187.2%
ABBV vs TRI
-11.1%
+198.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -2.0% | -14.4% | +12.4% | -0.6% |
| 30D | +2.0% | -8.1% | +10.1% | +2.7% |
| 3M | +14.2% | +17.5% | -3.4% | +12.1% |
| 6M | +14.1% | -5.0% | +19.0% | +14.1% |
| YTD | +14.2% | -24.7% | +38.9% | +18.7% |
| 1Y | +24.2% | -41.5% | +65.7% | +34.9% |
| 3Y | +89.8% | -20.3% | +110.1% | +92.4% |
| 5Y | +187.2% | -10.9% | +198.1% | +180.8% |
| All | +187.2% | -11.1% | +198.3% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling