+200.7%
ABBV vs USFR
+21.4%
+179.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +8.0% | +0.4% | +7.6% | +8.4% |
| 3M | +19.1% | +1.0% | +18.1% | +20.4% |
| 6M | +43.5% | +2.0% | +41.5% | +46.5% |
| YTD | +32.7% | +3.4% | +29.3% | +37.0% |
| 1Y | +30.0% | +4.1% | +25.9% | +35.0% |
| 3Y | +134.7% | +14.4% | +120.3% | +188.7% |
| 5Y | +200.7% | +21.4% | +179.3% | +356.7% |
| All | +200.7% | +21.4% | +179.3% | +356.7% |
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