+1,156.2%
ABBV vs TT
+1,715.9%
-559.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +4.2% | -7.4% | +11.5% | +6.3% |
| 3M | +14.8% | -3.2% | +18.0% | +15.2% |
| 6M | +10.3% | +1.1% | +9.2% | +8.8% |
| YTD | +14.9% | +15.6% | -0.7% | +8.5% |
| 1Y | +24.1% | +9.2% | +15.0% | +19.0% |
| 3Y | +91.9% | +124.4% | -32.4% | +40.8% |
| 5Y | +176.0% | +138.0% | +38.0% | +94.3% |
| 10Y | +502.9% | +886.4% | -383.4% | +127.2% |
| All | +1,156.2% | +1,715.9% | -559.7% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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