+267.2%
ALAB vs ABBV
+79.8%
+187.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +26.9% | +2.2% | +24.8% | +27.6% |
| 30D | -30.0% | +8.0% | -38.0% | -28.4% |
| 3M | -28.5% | +19.1% | -47.6% | -24.7% |
| 6M | +11.4% | +43.5% | -32.1% | +20.2% |
| YTD | +36.9% | +32.7% | +4.2% | +46.5% |
| 1Y | +44.4% | +30.0% | +14.3% | +53.9% |
| All | +267.2% | +79.8% | +187.4% | +349.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling