+504.9%
ABBV vs TRMB
+121.9%
+383.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +0.3% | -3.0% | +3.3% | +0.9% |
| 30D | +3.4% | +2.3% | +1.0% | +2.8% |
| 3M | +15.2% | +15.3% | -0.1% | +11.8% |
| 6M | +14.7% | -14.7% | +29.4% | +17.7% |
| YTD | +15.2% | -26.4% | +41.6% | +21.5% |
| 1Y | +20.4% | -30.4% | +50.8% | +28.0% |
| 3Y | +91.3% | +13.5% | +77.8% | +79.5% |
| 5Y | +189.6% | -38.6% | +228.2% | +208.9% |
| All | +504.9% | +121.9% | +383.0% | +307.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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