+620.2%
ADI vs ABBV
+599.4%
+20.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +9.5% | +1.3% | +8.2% | +9.1% |
| 30D | -1.4% | +4.7% | -6.1% | -2.7% |
| 3M | +4.7% | +18.3% | -13.6% | -0.7% |
| 6M | -7.4% | +43.4% | -50.8% | -18.3% |
| YTD | +48.1% | +33.0% | +15.1% | +33.3% |
| 1Y | +69.6% | +30.8% | +38.8% | +53.5% |
| 3Y | +144.4% | +135.1% | +9.2% | +75.1% |
| 5Y | +134.1% | +201.2% | -67.1% | +49.8% |
| All | +620.2% | +599.4% | +20.8% | +274.3% |
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