+1,002.0%
ADI vs ABBV
+1,163.4%
-161.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +2.0% |
| 7D | +0.4% | +0.4% | +0.1% | +0.3% |
| 30D | -3.8% | +4.2% | -8.0% | -5.1% |
| 3M | -15.3% | +14.8% | -30.1% | -19.5% |
| 6M | +6.7% | +10.3% | -3.6% | +2.5% |
| YTD | +34.8% | +14.9% | +19.9% | +27.3% |
| 1Y | +49.0% | +24.1% | +24.9% | +36.5% |
| 3Y | +108.1% | +91.9% | +16.1% | +62.0% |
| 5Y | +142.4% | +176.0% | -33.6% | +64.0% |
| 10Y | +589.9% | +502.9% | +87.0% | +253.6% |
| All | +1,002.0% | +1,163.4% | -161.4% | +363.2% |
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