+24.5%
ALAB vs ABBV
+43.0%
-18.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -2.7% |
| 7D | -24.9% | +3.1% | -28.0% | -23.4% |
| 30D | -38.4% | +11.6% | -50.0% | -34.2% |
| 3M | -38.3% | +21.7% | -59.9% | -31.0% |
| 6M | +10.9% | +43.5% | -32.6% | +22.9% |
| YTD | +34.2% | +32.9% | +1.3% | +49.5% |
| 1Y | +24.5% | +40.7% | -16.1% | +44.2% |
| All | +24.5% | +43.0% | -18.5% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling