+65.2%
ALAB vs ABBV
+24.6%
+40.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +8.9% |
| 7D | +7.2% | +0.4% | +6.8% | +7.6% |
| 30D | -2.5% | +4.2% | -6.7% | 0.0% |
| 3M | -13.3% | +14.8% | -28.1% | -9.0% |
| 6M | +172.8% | +10.3% | +162.6% | +181.1% |
| YTD | +86.6% | +14.9% | +71.7% | +94.2% |
| 1Y | +65.2% | +24.1% | +41.0% | +80.4% |
| All | +65.2% | +24.6% | +40.6% | +80.4% |
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 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