+315.4%
ABBV vs U
-29.6%
+345.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | +0.2% |
| 7D | +1.3% | +2.6% | -1.3% | +1.3% |
| 30D | +4.7% | +27.6% | -22.8% | +4.6% |
| 3M | +18.3% | +15.3% | +3.0% | +18.3% |
| 6M | +43.4% | +96.4% | -53.0% | +42.6% |
| YTD | +33.0% | +19.6% | +13.4% | +32.9% |
| 1Y | +30.8% | +42.1% | -11.3% | +30.4% |
| 3Y | +135.1% | +87.5% | +47.6% | +130.7% |
| 5Y | +201.2% | -73.1% | +274.4% | +194.1% |
| All | +315.4% | -29.6% | +345.0% | +297.3% |
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