+604.1%
ABBV vs UL
+109.3%
+494.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +4.7% | +4.5% | +0.2% | +3.2% |
| 3M | +18.3% | +6.5% | +11.9% | +16.0% |
| 6M | +43.4% | +18.2% | +25.2% | +36.0% |
| YTD | +33.0% | +4.7% | +28.3% | +30.5% |
| 1Y | +30.8% | +0.8% | +30.0% | +29.7% |
| 3Y | +135.1% | +35.9% | +99.2% | +112.6% |
| 5Y | +201.2% | +33.4% | +167.8% | +169.4% |
| All | +604.1% | +109.3% | +494.8% | +474.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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