+143.2%
ABBV vs USAR
-21.7%
+165.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.2% |
| 7D | +2.8% | -9.1% | +11.8% | +2.7% |
| 30D | +7.0% | -36.9% | +43.9% | +6.9% |
| 3M | +19.2% | -58.4% | +77.6% | +19.2% |
| 6M | +47.8% | -70.6% | +118.4% | +48.0% |
| YTD | +32.5% | -33.4% | +65.9% | +31.6% |
| 1Y | +38.4% | -54.0% | +92.4% | +37.8% |
| 3Y | +134.3% | -22.7% | +157.0% | +113.9% |
| All | +143.2% | -21.7% | +165.0% | +111.7% |
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