+248.5%
ALAB vs ABBV
+79.5%
+169.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -7.5% | +2.8% | -10.2% | -6.8% |
| 30D | -36.8% | +7.0% | -43.8% | -35.5% |
| 3M | -31.9% | +19.2% | -51.1% | -28.2% |
| 6M | +8.2% | +47.8% | -39.6% | +17.1% |
| YTD | +29.9% | +32.5% | -2.5% | +39.0% |
| 1Y | +24.4% | +38.4% | -14.0% | +34.2% |
| All | +248.5% | +79.5% | +169.0% | +326.2% |
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 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