+1,118.6%
ABBV vs WY
+33.2%
+1,085.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.6% |
| 7D | -4.3% | -2.1% | -2.3% | -3.8% |
| 30D | +1.1% | -10.5% | +11.6% | +4.1% |
| 3M | +12.3% | -4.9% | +17.2% | +13.5% |
| 6M | +9.8% | -4.9% | +14.7% | +10.8% |
| YTD | +11.5% | -1.7% | +13.1% | +11.0% |
| 1Y | +22.3% | -9.4% | +31.6% | +24.3% |
| 3Y | +85.2% | -22.3% | +107.5% | +94.3% |
| 5Y | +170.8% | -20.5% | +191.4% | +175.9% |
| 10Y | +485.4% | +4.9% | +480.5% | +414.8% |
| All | +1,118.6% | +33.2% | +1,085.3% | +892.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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