+111.0%
ABBV vs USAR
+74.0%
+37.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | +0.4% | -2.1% | +2.5% | +0.4% |
| 30D | +4.2% | +2.6% | +1.5% | +4.2% |
| 3M | +14.8% | -35.0% | +49.8% | +15.1% |
| 6M | +10.3% | -6.9% | +17.1% | +10.0% |
| YTD | +14.9% | +48.0% | -33.1% | +14.2% |
| 1Y | +24.1% | +24.8% | -0.7% | +23.3% |
| 3Y | +91.9% | +73.2% | +18.7% | +74.2% |
| All | +111.0% | +74.0% | +37.0% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling