+89.8%
ABBV vs TROW
+12.7%
+77.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.0% | -3.0% | +1.0% | -1.5% |
| 30D | +2.0% | -5.5% | +7.4% | +3.0% |
| 3M | +14.2% | +2.3% | +11.9% | +13.7% |
| 6M | +14.1% | +23.9% | -9.9% | +9.9% |
| YTD | +14.2% | +7.9% | +6.3% | +12.3% |
| 1Y | +24.2% | +6.1% | +18.1% | +22.4% |
| All | +89.8% | +12.7% | +77.1% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling