+193.8%
ABBV vs USB
+22.2%
+171.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -0.9% | -1.5% | +0.6% | -0.6% |
| 30D | +8.7% | +4.3% | +4.5% | +8.0% |
| 3M | +17.8% | -6.1% | +23.9% | +18.9% |
| 6M | +41.7% | +9.4% | +32.3% | +39.4% |
| YTD | +29.9% | +15.2% | +14.8% | +26.3% |
| 1Y | +37.0% | +32.8% | +4.2% | +29.9% |
| 3Y | +125.2% | +91.3% | +33.9% | +99.1% |
| 5Y | +193.8% | +22.7% | +171.1% | +185.5% |
| All | +193.8% | +22.2% | +171.6% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling