+91.0%
ABBV vs URI
+121.2%
-30.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.5% |
| 7D | +0.4% | -2.0% | +2.4% | +0.5% |
| 30D | +4.2% | -12.9% | +17.1% | +5.0% |
| 3M | +14.8% | -6.7% | +21.6% | +15.1% |
| 6M | +10.3% | +19.0% | -8.7% | +8.5% |
| YTD | +14.9% | +25.5% | -10.6% | +12.1% |
| 1Y | +24.1% | +5.5% | +18.6% | +23.1% |
| All | +91.0% | +121.2% | -30.2% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling