+1,354.0%
ABBV vs UL
+140.6%
+1,213.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | +18.3% | +6.5% | +11.9% | +15.8% |
| 6M | +43.4% | +18.2% | +25.2% | +35.5% |
| YTD | +33.0% | +4.7% | +28.3% | +30.3% |
| 1Y | +30.8% | +0.8% | +30.0% | +29.6% |
| 3Y | +135.1% | +35.9% | +99.2% | +110.6% |
| 5Y | +201.2% | +33.4% | +167.8% | +166.3% |
| 10Y | +602.7% | +106.9% | +495.8% | +417.1% |
| All | +1,354.0% | +140.6% | +1,213.4% | +872.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling