+201.6%
ABBV vs URI
+203.0%
-1.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +1.3% | +6.7% | -5.4% | +0.8% |
| 30D | +4.7% | +8.9% | -4.1% | +4.1% |
| 3M | +18.3% | +0.5% | +17.8% | +18.2% |
| 6M | +43.4% | +20.7% | +22.7% | +41.1% |
| YTD | +33.0% | +40.0% | -7.1% | +28.7% |
| 1Y | +30.8% | +34.4% | -3.6% | +27.0% |
| 3Y | +135.1% | +149.5% | -14.3% | +113.0% |
| All | +201.6% | +203.0% | -1.4% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling