+1,156.2%
ABBV vs URA
+67.6%
+1,088.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +4.2% | +7.4% | -3.2% | +3.3% |
| 3M | +14.8% | -8.4% | +23.2% | +15.5% |
| 6M | +10.3% | -12.7% | +23.0% | +11.1% |
| YTD | +14.9% | +7.8% | +7.1% | +12.2% |
| 1Y | +24.1% | +19.5% | +4.7% | +18.8% |
| 3Y | +91.9% | +116.4% | -24.5% | +64.9% |
| 5Y | +176.0% | +134.3% | +41.8% | +125.1% |
| 10Y | +502.9% | +359.3% | +143.7% | +291.7% |
| All | +1,156.2% | +67.6% | +1,088.6% | +907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling