+1,156.2%
ABBV vs TRMB
+98.2%
+1,058.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +0.4% | -2.5% | +2.9% | +0.9% |
| 30D | +4.2% | +1.5% | +2.6% | +3.8% |
| 3M | +14.8% | +6.8% | +8.1% | +13.0% |
| 6M | +10.3% | -14.9% | +25.2% | +13.3% |
| YTD | +14.9% | -24.1% | +39.0% | +20.5% |
| 1Y | +24.1% | -25.4% | +49.5% | +30.3% |
| 3Y | +91.9% | +8.0% | +83.9% | +82.5% |
| 5Y | +176.0% | -37.3% | +213.4% | +190.9% |
| 10Y | +502.9% | +116.8% | +386.1% | +342.1% |
| All | +1,156.2% | +98.2% | +1,058.0% | +793.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling