+199.8%
ABBV vs URA
+33.4%
+166.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +1.0% |
| 7D | -1.2% | -4.1% | +2.9% | -1.1% |
| 30D | +8.0% | -19.0% | +27.0% | +8.4% |
| 3M | +20.2% | -25.1% | +45.3% | +20.7% |
| 6M | +44.0% | -44.5% | +88.5% | +46.1% |
| YTD | +31.3% | -24.3% | +55.6% | +31.1% |
| 1Y | +37.0% | -28.1% | +65.1% | +37.0% |
| 3Y | +128.0% | +40.7% | +87.3% | +116.5% |
| All | +199.8% | +33.4% | +166.4% | +187.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling