+475.9%
ABBV vs Z
+25.1%
+450.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | +0.4% | -3.0% | +3.4% | +0.6% |
| 30D | +4.2% | -4.2% | +8.4% | +4.4% |
| 3M | +14.8% | -3.7% | +18.5% | +14.9% |
| 6M | +10.3% | -24.5% | +34.8% | +12.1% |
| YTD | +14.9% | -49.3% | +64.2% | +20.1% |
| 1Y | +24.1% | -58.7% | +82.8% | +31.6% |
| 3Y | +91.9% | -34.1% | +126.1% | +93.1% |
| 5Y | +176.0% | -64.5% | +240.6% | +185.9% |
| 10Y | +502.9% | -0.5% | +503.4% | +413.1% |
| All | +475.9% | +25.1% | +450.8% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling