+497.0%
ABBV vs TXT
+100.3%
+396.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -4.1% | +0.8% | -5.0% | -4.3% |
| 30D | +1.2% | -10.4% | +11.6% | +3.7% |
| 3M | +12.1% | -14.3% | +26.4% | +15.8% |
| 6M | +12.0% | -15.1% | +27.1% | +15.8% |
| YTD | +12.4% | -8.3% | +20.7% | +13.8% |
| 1Y | +22.9% | -0.7% | +23.6% | +21.9% |
| 3Y | +86.8% | +6.0% | +80.8% | +79.6% |
| 5Y | +181.0% | +12.5% | +168.5% | +161.3% |
| 10Y | +497.0% | +103.2% | +393.8% | +331.0% |
| All | +497.0% | +100.3% | +396.7% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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