+170.8%
ABBV vs URI
+206.8%
-36.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -4.3% | +2.5% | -6.8% | -4.5% |
| 30D | +1.1% | -12.5% | +13.7% | +2.0% |
| 3M | +12.3% | -6.2% | +18.5% | +12.6% |
| 6M | +9.8% | +25.9% | -16.1% | +7.4% |
| YTD | +11.5% | +26.2% | -14.7% | +8.5% |
| 1Y | +22.3% | +5.5% | +16.8% | +21.0% |
| 3Y | +85.2% | +125.0% | -39.8% | +67.8% |
| 5Y | +170.8% | +210.4% | -39.6% | +133.5% |
| All | +170.8% | +206.8% | -36.0% | +133.5% |
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 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