+24.2%
ABBV vs Z
-64.6%
+88.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.6% |
| 7D | -2.0% | -11.6% | +9.6% | -2.2% |
| 30D | +2.0% | -8.5% | +10.4% | +1.8% |
| 3M | +14.2% | -7.9% | +22.1% | +14.1% |
| 6M | +14.1% | -29.1% | +43.1% | +12.5% |
| YTD | +14.2% | -54.2% | +68.4% | +12.2% |
| 1Y | +24.2% | -63.5% | +87.8% | +19.8% |
| All | +24.2% | -64.6% | +88.8% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling