+30.8%
ABBV vs TSEM
+40.2%
-9.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | 0.0% |
| 7D | +1.3% | +7.0% | -5.7% | +1.6% |
| 30D | +4.7% | -29.8% | +34.5% | +3.4% |
| 3M | +18.3% | -41.9% | +60.3% | +16.4% |
| 6M | +43.4% | -45.8% | +89.1% | +41.6% |
| YTD | +33.0% | +25.1% | +7.9% | +25.3% |
| 1Y | +30.8% | +48.2% | -17.4% | +23.7% |
| All | +30.8% | +40.2% | -9.4% | +23.7% |
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