+34.4%
ABBV vs TXT
+5.7%
+28.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | +0.1% |
| 7D | +2.8% | -1.1% | +3.8% | +2.8% |
| 30D | +7.0% | +17.1% | -10.1% | +5.2% |
| 3M | +19.2% | -2.6% | +21.9% | +19.5% |
| 6M | +47.8% | -4.6% | +52.3% | +47.8% |
| YTD | +32.5% | -0.3% | +32.8% | +33.8% |
| All | +34.4% | +5.7% | +28.7% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling