+1,156.2%
ABBV vs TXT
+218.8%
+937.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | +0.4% | -4.8% | +5.2% | +1.6% |
| 30D | +4.2% | -10.6% | +14.8% | +7.0% |
| 3M | +14.8% | -13.2% | +28.0% | +18.5% |
| 6M | +10.3% | -20.3% | +30.6% | +16.1% |
| YTD | +14.9% | -9.3% | +24.1% | +16.7% |
| 1Y | +24.1% | -2.7% | +26.8% | +23.7% |
| 3Y | +91.9% | +1.4% | +90.6% | +86.3% |
| 5Y | +176.0% | +9.6% | +166.5% | +157.2% |
| 10Y | +502.9% | +94.9% | +408.0% | +343.0% |
| All | +1,156.2% | +218.8% | +937.3% | +682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling