+106.4%
ABBV vs USAR
+68.6%
+37.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.9% |
| 7D | -4.1% | -4.4% | +0.3% | -4.1% |
| 30D | +1.2% | -10.4% | +11.6% | +1.2% |
| 3M | +12.1% | -18.4% | +30.5% | +12.2% |
| 6M | +12.0% | -8.8% | +20.8% | +11.8% |
| YTD | +12.4% | +43.4% | -31.0% | +11.7% |
| 1Y | +22.9% | +21.0% | +1.9% | +22.1% |
| 3Y | +86.8% | +67.7% | +19.0% | +69.5% |
| All | +106.4% | +68.6% | +37.8% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling