+915.8%
ABBV vs USFR
+28.6%
+887.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +5.6% | +0.4% | +5.2% | +5.4% |
| 3M | +18.7% | +1.1% | +17.6% | +18.0% |
| 6M | +47.4% | +2.1% | +45.4% | +45.8% |
| YTD | +33.0% | +3.4% | +29.5% | +30.6% |
| 1Y | +34.9% | +4.1% | +30.8% | +32.1% |
| 3Y | +135.2% | +14.4% | +120.8% | +119.3% |
| 5Y | +202.1% | +21.4% | +180.6% | +173.0% |
| 10Y | +602.6% | +28.5% | +574.0% | +516.5% |
| All | +915.8% | +28.6% | +887.2% | +792.4% |
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