+602.8%
ABBV vs URA
+272.2%
+330.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +0.1% |
| 7D | +2.2% | +4.5% | -2.3% | +1.8% |
| 30D | +8.0% | -13.4% | +21.4% | +9.1% |
| 3M | +19.1% | -28.4% | +47.5% | +22.0% |
| 6M | +43.5% | -40.5% | +84.0% | +49.0% |
| YTD | +32.7% | -24.3% | +57.0% | +33.6% |
| 1Y | +30.0% | -28.8% | +58.9% | +31.6% |
| 3Y | +134.7% | +37.6% | +97.1% | +114.9% |
| 5Y | +200.6% | +30.7% | +170.0% | +172.8% |
| All | +602.8% | +272.2% | +330.5% | +377.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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