+1,118.6%
ABBV vs ZBRA
+780.5%
+338.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.6% |
| 7D | -4.3% | +2.6% | -6.9% | -4.7% |
| 30D | +1.1% | -6.4% | +7.5% | +2.1% |
| 3M | +12.3% | +51.3% | -39.0% | +4.5% |
| 6M | +9.8% | +60.5% | -50.7% | +0.9% |
| YTD | +11.5% | +45.2% | -33.7% | +3.5% |
| 1Y | +22.3% | +12.3% | +9.9% | +17.9% |
| 3Y | +85.2% | +37.5% | +47.7% | +67.8% |
| 5Y | +170.8% | -39.2% | +210.0% | +179.2% |
| 10Y | +485.4% | +417.0% | +68.4% | +267.1% |
| All | +1,118.6% | +780.5% | +338.1% | +553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling