+1,129.0%
ABBV vs TROW
+162.8%
+966.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -4.1% | -1.5% | -2.6% | -3.7% |
| 30D | +1.2% | -5.3% | +6.5% | +2.8% |
| 3M | +12.1% | +2.9% | +9.2% | +10.9% |
| 6M | +12.0% | +22.2% | -10.2% | +5.1% |
| YTD | +12.4% | +8.1% | +4.3% | +9.0% |
| 1Y | +22.9% | +5.8% | +17.1% | +19.8% |
| 3Y | +86.8% | +14.0% | +72.7% | +73.8% |
| 5Y | +181.0% | -38.3% | +219.3% | +216.3% |
| 10Y | +497.0% | +131.7% | +365.3% | +250.8% |
| All | +1,129.0% | +162.8% | +966.2% | +619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling