+134.2%
ABBV vs TXT
+14.6%
+119.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.1% |
| 7D | +2.8% | -1.1% | +3.8% | +2.9% |
| 30D | +7.0% | +17.1% | -10.1% | +4.0% |
| 3M | +19.2% | -2.6% | +21.9% | +19.6% |
| 6M | +47.8% | -4.6% | +52.3% | +48.3% |
| YTD | +32.5% | -0.3% | +32.8% | +31.5% |
| 1Y | +38.4% | +5.9% | +32.5% | +35.6% |
| All | +134.2% | +14.6% | +119.6% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling