+604.1%
ABBV vs TSEM
+805.6%
-201.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.6% |
| 7D | +1.3% | +7.0% | -5.7% | +0.8% |
| 30D | +4.7% | -29.8% | +34.5% | +6.7% |
| 3M | +18.3% | -41.9% | +60.3% | +21.8% |
| 6M | +43.4% | -45.8% | +89.1% | +46.7% |
| YTD | +33.0% | +25.1% | +7.9% | +23.3% |
| 1Y | +30.8% | +48.2% | -17.4% | +18.8% |
| 3Y | +135.1% | +476.5% | -341.4% | +75.6% |
| 5Y | +201.2% | +301.4% | -100.2% | +132.1% |
| All | +604.1% | +805.6% | -201.5% | +353.9% |
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