+115.3%
ADI vs ABBV
+87.0%
+28.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +2.6% | -4.1% | +6.8% | +3.1% |
| 30D | -4.6% | +1.2% | -5.8% | -4.8% |
| 3M | -9.5% | +12.1% | -21.6% | -11.5% |
| 6M | +14.8% | +12.0% | +2.8% | +12.1% |
| YTD | +35.8% | +12.4% | +23.4% | +32.2% |
| 1Y | +48.9% | +22.9% | +26.0% | +41.2% |
| All | +115.3% | +87.0% | +28.4% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling