+1,320.5%
ABBV vs USB
+191.6%
+1,128.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | +8.7% | +4.3% | +4.5% | +7.4% |
| 3M | +17.8% | -6.1% | +23.9% | +19.7% |
| 6M | +41.7% | +9.4% | +32.3% | +37.7% |
| YTD | +29.9% | +15.2% | +14.8% | +23.8% |
| 1Y | +37.0% | +32.8% | +4.2% | +25.2% |
| 3Y | +125.2% | +91.3% | +33.9% | +80.4% |
| 5Y | +193.8% | +22.7% | +171.1% | +165.3% |
| 10Y | +673.0% | +97.0% | +576.0% | +431.4% |
| All | +1,320.5% | +191.6% | +1,128.9% | +690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling