+135.1%
ADI vs ABBV
+175.4%
-40.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | +2.6% | -4.1% | +6.8% | +3.4% |
| 30D | -4.6% | +1.2% | -5.8% | -4.9% |
| 3M | -9.5% | +12.1% | -21.6% | -12.1% |
| 6M | +14.8% | +12.0% | +2.8% | +11.3% |
| YTD | +35.8% | +12.4% | +23.4% | +31.2% |
| 1Y | +48.9% | +22.9% | +26.0% | +39.8% |
| 3Y | +115.6% | +86.8% | +28.8% | +79.1% |
| 5Y | +135.1% | +181.0% | -45.9% | +66.4% |
| All | +135.1% | +175.4% | -40.3% | +66.4% |
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