+595.1%
ADBE vs ABBV
+1,163.4%
-568.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.3% |
| 7D | -8.6% | +0.4% | -9.0% | -8.7% |
| 30D | +2.8% | +4.2% | -1.4% | +1.4% |
| 3M | +3.1% | +14.8% | -11.7% | -1.4% |
| 6M | -2.4% | +10.3% | -12.7% | -5.8% |
| YTD | -23.9% | +14.9% | -38.7% | -27.7% |
| 1Y | -22.6% | +24.1% | -46.7% | -28.7% |
| 3Y | -52.7% | +91.9% | -144.6% | -63.3% |
| 5Y | -60.0% | +176.0% | -236.1% | -73.4% |
| 10Y | +157.3% | +502.9% | -345.6% | +28.5% |
| All | +595.1% | +1,163.4% | -568.3% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling