+170.8%
ABBV vs URA
+131.0%
+39.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.1% |
| 7D | -4.3% | +8.1% | -12.4% | -4.5% |
| 30D | +1.1% | +5.8% | -4.7% | +1.0% |
| 3M | +12.3% | +3.4% | +8.9% | +12.2% |
| 6M | +9.8% | -2.6% | +12.4% | +9.7% |
| YTD | +11.5% | +11.2% | +0.3% | +10.7% |
| 1Y | +22.3% | +19.8% | +2.4% | +20.7% |
| 3Y | +85.2% | +121.5% | -36.3% | +75.5% |
| 5Y | +170.8% | +134.5% | +36.4% | +153.8% |
| All | +170.8% | +131.0% | +39.8% | +153.8% |
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