+181.0%
ABBV vs USFR
+20.4%
+160.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +1.2% | +0.3% | +0.9% | +1.5% |
| 3M | +12.1% | +1.0% | +11.1% | +13.3% |
| 6M | +12.0% | +1.9% | +10.1% | +14.3% |
| YTD | +12.4% | +2.7% | +9.8% | +15.4% |
| 1Y | +22.9% | +4.0% | +19.0% | +27.9% |
| 3Y | +86.8% | +14.0% | +72.7% | +134.1% |
| 5Y | +181.0% | +20.4% | +160.6% | +325.4% |
| All | +181.0% | +20.4% | +160.6% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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