+1,354.0%
ABBV vs TXT
+237.4%
+1,116.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +4.7% | +13.3% | -8.6% | +1.3% |
| 3M | +18.3% | -5.0% | +23.3% | +19.4% |
| 6M | +43.4% | -8.4% | +51.8% | +45.5% |
| YTD | +33.0% | -4.0% | +37.0% | +32.8% |
| 1Y | +30.8% | +2.8% | +28.0% | +28.4% |
| 3Y | +135.1% | +10.3% | +124.8% | +122.9% |
| 5Y | +201.2% | +9.2% | +192.1% | +180.9% |
| 10Y | +602.7% | +89.6% | +513.1% | +421.9% |
| All | +1,354.0% | +237.4% | +1,116.6% | +790.1% |
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 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