+258.9%
ABBV vs U
-44.5%
+303.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +0.4% | -3.8% | +4.2% | +0.4% |
| 30D | +4.2% | +17.5% | -13.3% | +4.0% |
| 3M | +14.8% | +38.7% | -23.9% | +14.5% |
| 6M | +10.3% | +104.4% | -94.2% | +9.5% |
| YTD | +14.9% | -5.7% | +20.6% | +15.0% |
| 1Y | +24.1% | +3.7% | +20.5% | +23.9% |
| 3Y | +91.9% | +12.3% | +79.6% | +89.0% |
| 5Y | +176.0% | -68.8% | +244.9% | +168.8% |
| All | +258.9% | -44.5% | +303.3% | +243.8% |
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