+89.8%
ABBV vs TTWO
+51.8%
+37.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | +1.6% |
| 7D | -2.0% | +1.3% | -3.3% | -2.0% |
| 30D | +2.0% | -13.4% | +15.4% | +2.2% |
| 3M | +14.2% | +3.1% | +11.1% | +14.1% |
| 6M | +14.1% | +3.8% | +10.3% | +13.9% |
| YTD | +14.2% | -15.3% | +29.5% | +14.5% |
| 1Y | +24.2% | -11.1% | +35.3% | +24.4% |
| All | +89.8% | +51.8% | +37.9% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling