+170.8%
ABBV vs Z
-67.0%
+237.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.5% | -2.8% |
| 7D | -4.3% | -3.3% | -1.1% | -4.2% |
| 30D | +1.1% | -3.7% | +4.8% | +1.2% |
| 3M | +12.3% | -7.0% | +19.3% | +12.5% |
| 6M | +9.8% | -29.5% | +39.3% | +10.9% |
| YTD | +11.5% | -52.6% | +64.0% | +14.2% |
| 1Y | +22.3% | -64.0% | +86.3% | +26.6% |
| 3Y | +85.2% | -36.4% | +121.6% | +86.6% |
| 5Y | +170.8% | -65.8% | +236.6% | +171.4% |
| All | +170.8% | -67.0% | +237.8% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling