+1,335.6%
ABBV vs URA
+17.7%
+1,318.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.6% |
| 7D | -1.2% | -4.1% | +2.9% | -0.8% |
| 30D | +8.0% | -19.0% | +27.0% | +10.2% |
| 3M | +20.2% | -25.1% | +45.3% | +23.4% |
| 6M | +44.0% | -44.5% | +88.5% | +52.2% |
| YTD | +31.3% | -24.3% | +55.6% | +32.7% |
| 1Y | +37.0% | -28.1% | +65.1% | +39.0% |
| 3Y | +128.0% | +40.7% | +87.3% | +105.3% |
| 5Y | +196.9% | +35.5% | +161.5% | +162.6% |
| 10Y | +681.2% | +281.2% | +400.1% | +406.3% |
| All | +1,335.6% | +17.7% | +1,318.0% | +1,091.5% |
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