+1,156.2%
ABBV vs TSN
+250.2%
+905.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | +0.4% | -6.3% | +6.7% | +1.7% |
| 30D | +4.2% | -10.8% | +15.0% | +6.5% |
| 3M | +14.8% | -8.8% | +23.6% | +16.8% |
| 6M | +10.3% | -16.8% | +27.1% | +14.0% |
| YTD | +14.9% | -10.0% | +24.9% | +16.8% |
| 1Y | +24.1% | -5.3% | +29.4% | +24.6% |
| 3Y | +91.9% | +8.5% | +83.4% | +86.6% |
| 5Y | +176.0% | -22.9% | +199.0% | +183.5% |
| 10Y | +502.9% | -12.6% | +515.6% | +481.5% |
| All | +1,156.2% | +250.2% | +905.9% | +663.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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