+24.2%
ABBV vs TSEM
+220.1%
-195.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.6% | +1.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | +2.0% | -16.6% | +18.6% | +1.6% |
| 3M | +14.2% | -10.9% | +25.1% | +13.6% |
| 6M | +14.1% | +78.0% | -64.0% | +8.7% |
| YTD | +14.2% | +77.2% | -63.0% | +8.9% |
| 1Y | +24.2% | +207.6% | -183.3% | +13.9% |
| All | +24.2% | +220.1% | -195.9% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling