+199.8%
ABBV vs USB
+21.6%
+178.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +8.0% | +5.8% | +2.2% | +7.0% |
| 3M | +20.2% | -6.0% | +26.1% | +21.3% |
| 6M | +44.0% | +7.8% | +36.2% | +42.0% |
| YTD | +31.3% | +14.6% | +16.7% | +27.8% |
| 1Y | +37.0% | +31.8% | +5.2% | +30.1% |
| 3Y | +128.0% | +91.5% | +36.4% | +101.5% |
| All | +199.8% | +21.6% | +178.2% | +191.5% |
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