+1,118.6%
ABBV vs TRI
+374.4%
+744.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -1.4% |
| 7D | -4.3% | -7.1% | +2.8% | -2.6% |
| 30D | +1.1% | -2.3% | +3.4% | +1.5% |
| 3M | +12.3% | +19.6% | -7.2% | +6.0% |
| 6M | +9.8% | -8.7% | +18.5% | +10.7% |
| YTD | +11.5% | -22.3% | +33.7% | +17.5% |
| 1Y | +22.3% | -40.7% | +62.9% | +41.1% |
| 3Y | +85.2% | -17.8% | +102.9% | +85.1% |
| 5Y | +170.8% | -8.5% | +179.3% | +155.5% |
| 10Y | +485.4% | +192.6% | +292.9% | +220.1% |
| All | +1,118.6% | +374.4% | +744.2% | +414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling