+498.4%
ABBV vs USB
+107.5%
+390.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +0.4% | +1.4% | -1.1% | 0.0% |
| 30D | +4.2% | -1.3% | +5.5% | +4.5% |
| 3M | +14.8% | +15.2% | -0.4% | +10.7% |
| 6M | +10.3% | +18.8% | -8.6% | +5.3% |
| YTD | +14.9% | +21.0% | -6.1% | +8.9% |
| 1Y | +24.1% | +34.0% | -9.9% | +14.4% |
| 3Y | +91.9% | +95.3% | -3.4% | +56.9% |
| 5Y | +176.0% | +40.4% | +135.7% | +143.1% |
| All | +498.4% | +107.5% | +390.9% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling