+1,351.1%
ABBV vs TRMB
+86.1%
+1,265.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +2.2% | +4.1% | -1.9% | +1.4% |
| 30D | +8.0% | -7.0% | +15.0% | +8.8% |
| 3M | +19.1% | -0.9% | +20.0% | +18.4% |
| 6M | +43.5% | -1.2% | +44.7% | +42.3% |
| YTD | +32.7% | -28.7% | +61.5% | +39.9% |
| 1Y | +30.0% | -32.1% | +62.1% | +38.3% |
| 3Y | +134.7% | +33.4% | +101.3% | +112.1% |
| 5Y | +200.7% | -35.6% | +236.2% | +211.7% |
| 10Y | +601.3% | +103.8% | +497.5% | +417.3% |
| All | +1,351.1% | +86.1% | +1,265.0% | +937.5% |
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