+497.0%
ABBV vs Z
-5.7%
+502.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | -4.1% | -7.1% | +2.9% | -3.6% |
| 30D | +1.2% | -4.8% | +6.0% | +1.5% |
| 3M | +12.1% | -9.3% | +21.4% | +12.6% |
| 6M | +12.0% | -29.0% | +41.0% | +14.3% |
| YTD | +12.4% | -52.9% | +65.3% | +18.1% |
| 1Y | +22.9% | -63.1% | +86.1% | +31.4% |
| 3Y | +86.8% | -36.9% | +123.6% | +88.4% |
| 5Y | +181.0% | -65.5% | +246.5% | +191.5% |
| 10Y | +497.0% | -3.9% | +500.8% | +407.4% |
| All | +497.0% | -5.7% | +502.7% | +407.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling