+151.4%
ADBE vs ABBV
+515.4%
-364.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.1% |
| 7D | -5.4% | +0.3% | -5.6% | -5.4% |
| 30D | -2.5% | +3.4% | -5.9% | -3.6% |
| 3M | +15.3% | +15.2% | +0.1% | +9.9% |
| 6M | -7.8% | +14.7% | -22.5% | -12.2% |
| YTD | -27.9% | +15.2% | -43.1% | -31.7% |
| 1Y | -28.0% | +20.4% | -48.4% | -33.1% |
| 3Y | -55.3% | +91.3% | -146.7% | -65.9% |
| 5Y | -61.7% | +189.6% | -251.3% | -76.1% |
| All | +151.4% | +515.4% | -364.0% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling