+497.0%
ABBV vs URA
+369.2%
+127.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -4.1% | +5.7% | -9.9% | -4.6% |
| 30D | +1.2% | +5.6% | -4.4% | +0.7% |
| 3M | +12.1% | +6.2% | +5.9% | +11.2% |
| 6M | +12.0% | -8.2% | +20.3% | +12.2% |
| YTD | +12.4% | +9.7% | +2.7% | +10.1% |
| 1Y | +22.9% | +17.0% | +6.0% | +18.8% |
| 3Y | +86.8% | +118.5% | -31.7% | +63.9% |
| 5Y | +181.0% | +134.3% | +46.7% | +135.9% |
| 10Y | +497.0% | +377.5% | +119.5% | +287.9% |
| All | +497.0% | +369.2% | +127.7% | +287.9% |
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