-61.3%
ADBE vs ABBV
+180.5%
-241.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -8.9% | -4.1% | -4.8% | -8.2% |
| 30D | -6.6% | +1.2% | -7.8% | -6.8% |
| 3M | +7.1% | +12.1% | -5.0% | +5.4% |
| 6M | -9.8% | +12.0% | -21.8% | -11.2% |
| YTD | -27.2% | +12.4% | -39.6% | -28.5% |
| 1Y | -28.0% | +22.9% | -51.0% | -30.6% |
| 3Y | -54.5% | +86.8% | -141.3% | -60.0% |
| All | -61.3% | +180.5% | -241.8% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling