+1,156.2%
ABBV vs TSEM
+2,553.2%
-1,397.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.8% | -9.3% | -2.0% |
| 7D | +0.4% | +6.9% | -6.5% | -0.2% |
| 30D | +4.2% | +5.3% | -1.1% | +3.4% |
| 3M | +14.8% | -14.9% | +29.7% | +14.9% |
| 6M | +10.3% | +80.0% | -69.8% | +1.6% |
| YTD | +14.9% | +89.4% | -74.5% | +5.0% |
| 1Y | +24.1% | +253.1% | -228.9% | +6.0% |
| 3Y | +91.9% | +642.1% | -550.2% | +48.0% |
| 5Y | +176.0% | +659.1% | -483.1% | +108.1% |
| 10Y | +502.9% | +1,291.4% | -788.4% | +310.7% |
| All | +1,156.2% | +2,553.2% | -1,397.0% | +737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling