+199.8%
ABBV vs URI
+166.6%
+33.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.0% |
| 7D | -1.2% | -9.8% | +8.6% | -0.6% |
| 30D | +8.0% | +1.7% | +6.3% | +7.8% |
| 3M | +20.2% | -9.1% | +29.2% | +20.8% |
| 6M | +44.0% | +9.9% | +34.1% | +42.6% |
| YTD | +31.3% | +31.2% | +0.1% | +27.6% |
| 1Y | +37.0% | +25.9% | +11.0% | +33.6% |
| 3Y | +128.0% | +147.4% | -19.4% | +106.5% |
| All | +199.8% | +166.6% | +33.2% | +168.4% |
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