+504.9%
ABBV vs ZBRA
+435.2%
+69.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | +0.3% | -3.4% | +3.7% | +0.7% |
| 30D | +3.4% | -7.4% | +10.8% | +4.4% |
| 3M | +15.2% | +57.5% | -42.3% | +7.3% |
| 6M | +14.7% | +64.0% | -49.3% | +5.8% |
| YTD | +15.2% | +44.3% | -29.1% | +7.8% |
| 1Y | +20.4% | +10.9% | +9.5% | +16.8% |
| 3Y | +91.3% | +37.5% | +53.8% | +74.5% |
| 5Y | +189.6% | -39.7% | +229.2% | +202.6% |
| All | +504.9% | +435.2% | +69.6% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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