+310.1%
ABBV vs U
-31.3%
+341.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.0% |
| 7D | -1.2% | +36.6% | -37.8% | -1.4% |
| 30D | +8.0% | +13.3% | -5.3% | +7.9% |
| 3M | +20.2% | +26.2% | -6.0% | +20.0% |
| 6M | +44.0% | +88.7% | -44.8% | +43.2% |
| YTD | +31.3% | +16.6% | +14.7% | +31.3% |
| 1Y | +37.0% | +29.0% | +8.0% | +36.7% |
| 3Y | +128.0% | +99.5% | +28.5% | +123.5% |
| 5Y | +196.9% | -66.1% | +263.0% | +189.2% |
| All | +310.1% | -31.3% | +341.5% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling