-25.9%
ADBE vs ABBV
+43.0%
-68.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.4% |
| 7D | -0.5% | +3.1% | -3.6% | -1.1% |
| 30D | +4.1% | +11.6% | -7.6% | +2.0% |
| 3M | -3.5% | +21.7% | -25.2% | -6.8% |
| 6M | -2.2% | +43.5% | -45.7% | -5.4% |
| YTD | -29.0% | +32.9% | -61.9% | -30.9% |
| 1Y | -25.9% | +40.7% | -66.6% | -30.0% |
| All | -25.9% | +43.0% | -68.9% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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