+86.7%
ABBV vs TRV
+140.3%
-53.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +1.2% | -2.3% | +3.5% | +1.8% |
| 3M | +12.1% | +22.7% | -10.6% | +6.2% |
| 6M | +12.0% | +21.9% | -9.9% | +6.2% |
| YTD | +12.4% | +27.5% | -15.1% | +5.3% |
| 1Y | +22.9% | +36.2% | -13.3% | +13.1% |
| All | +86.7% | +140.3% | -53.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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