+37.0%
ABBV vs USAR
-55.0%
+92.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.5% | +7.3% | -2.4% |
| 7D | -0.9% | -29.5% | +28.6% | -1.7% |
| 30D | +8.7% | -46.0% | +54.7% | +7.3% |
| 3M | +17.8% | -56.8% | +74.6% | +15.8% |
| 6M | +41.7% | -72.9% | +114.6% | +39.3% |
| YTD | +29.9% | -37.6% | +67.6% | +28.2% |
| 1Y | +37.0% | -56.0% | +93.0% | +34.6% |
| All | +37.0% | -55.0% | +92.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling