+777.8%
ABBV vs USFR
+27.5%
+750.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +4.2% | +0.3% | +3.9% | +4.0% |
| 3M | +14.8% | +1.0% | +13.8% | +14.2% |
| 6M | +10.3% | +1.9% | +8.3% | +9.1% |
| YTD | +14.9% | +2.6% | +12.3% | +13.3% |
| 1Y | +24.1% | +4.0% | +20.1% | +21.6% |
| 3Y | +91.9% | +14.1% | +77.8% | +79.3% |
| 5Y | +176.0% | +20.4% | +155.6% | +150.6% |
| 10Y | +502.9% | +28.0% | +474.9% | +430.4% |
| All | +777.8% | +27.5% | +750.2% | +674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling