+1,156.2%
ABBV vs URI
+2,131.9%
-975.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -1.7% |
| 7D | +0.4% | -2.0% | +2.4% | +0.7% |
| 30D | +4.2% | -12.9% | +17.1% | +6.4% |
| 3M | +14.8% | -6.7% | +21.6% | +15.7% |
| 6M | +10.3% | +19.0% | -8.7% | +6.2% |
| YTD | +14.9% | +25.5% | -10.6% | +9.0% |
| 1Y | +24.1% | +5.5% | +18.6% | +21.0% |
| 3Y | +91.9% | +111.3% | -19.4% | +61.7% |
| 5Y | +176.0% | +198.6% | -22.5% | +112.2% |
| 10Y | +502.9% | +1,179.9% | -677.0% | +219.1% |
| All | +1,156.2% | +2,131.9% | -975.8% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling