+1,129.0%
ABBV vs TTWO
+1,781.8%
-652.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -4.1% | -2.3% | -1.8% | -3.8% |
| 30D | +1.2% | -16.7% | +17.9% | +3.5% |
| 3M | +12.1% | -0.4% | +12.5% | +11.9% |
| 6M | +12.0% | -1.6% | +13.6% | +11.8% |
| YTD | +12.4% | -17.5% | +29.9% | +14.6% |
| 1Y | +22.9% | -14.8% | +37.8% | +24.6% |
| 3Y | +86.8% | +47.9% | +38.9% | +72.8% |
| 5Y | +181.0% | +34.5% | +146.6% | +158.1% |
| 10Y | +497.0% | +394.0% | +103.0% | +303.0% |
| All | +1,129.0% | +1,781.8% | -652.8% | +614.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling