+248.1%
ABBV vs U
-43.0%
+291.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.0% |
| 7D | -4.3% | +4.5% | -8.8% | -4.3% |
| 30D | +1.1% | -0.6% | +1.7% | +1.1% |
| 3M | +12.3% | +48.4% | -36.1% | +12.0% |
| 6M | +9.8% | +115.4% | -105.6% | +9.0% |
| YTD | +11.5% | -3.2% | +14.7% | +11.6% |
| 1Y | +22.3% | -6.0% | +28.3% | +22.4% |
| 3Y | +85.2% | +13.5% | +71.7% | +82.4% |
| 5Y | +170.8% | -68.0% | +238.8% | +163.7% |
| All | +248.1% | -43.0% | +291.1% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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