+504.9%
ABBV vs TTWO
+406.5%
+98.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +3.4% | -11.3% | +14.7% | +4.6% |
| 3M | +15.2% | +1.6% | +13.6% | +14.8% |
| 6M | +14.7% | +2.1% | +12.6% | +14.0% |
| YTD | +15.2% | -15.8% | +31.0% | +16.9% |
| 1Y | +20.4% | -12.6% | +33.0% | +21.4% |
| 3Y | +91.3% | +48.2% | +43.1% | +79.1% |
| 5Y | +189.6% | +40.0% | +149.6% | +167.8% |
| All | +504.9% | +406.5% | +98.4% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling