+384.5%
ALAB vs ABBV
+52.3%
+332.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +4.3% |
| 7D | +9.6% | -4.1% | +13.8% | +8.4% |
| 30D | -5.3% | +1.2% | -6.4% | -4.9% |
| 3M | -12.0% | +12.1% | -24.1% | -10.4% |
| 6M | +145.7% | +12.0% | +133.7% | +150.1% |
| YTD | +80.7% | +12.4% | +68.2% | +84.1% |
| 1Y | +40.1% | +22.9% | +17.2% | +44.0% |
| All | +384.5% | +52.3% | +332.2% | +464.3% |
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