+499.9%
ABBV vs TSEM
+1,289.9%
-790.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.6% | +1.9% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | +2.0% | -16.6% | +18.6% | +3.2% |
| 3M | +14.2% | -10.9% | +25.1% | +13.7% |
| 6M | +14.1% | +78.0% | -64.0% | +4.4% |
| YTD | +14.2% | +77.2% | -63.0% | +4.2% |
| 1Y | +24.2% | +207.6% | -183.3% | +6.0% |
| 3Y | +89.8% | +637.8% | -548.0% | +41.1% |
| 5Y | +187.2% | +617.0% | -429.8% | +107.8% |
| All | +499.9% | +1,289.9% | -790.0% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling