+201.6%
ABBV vs TRU
-26.5%
+228.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +4.7% | +21.3% | -16.6% | +3.0% |
| 3M | +18.3% | +0.2% | +18.1% | +18.1% |
| 6M | +43.4% | +22.4% | +21.0% | +40.8% |
| YTD | +33.0% | -4.8% | +37.8% | +32.7% |
| 1Y | +30.8% | -0.2% | +31.0% | +30.0% |
| 3Y | +135.1% | +57.9% | +77.2% | +127.9% |
| All | +201.6% | -26.5% | +228.0% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling