+365.7%
ALAB vs ABBV
+51.0%
+314.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -7.7% |
| 7D | +3.2% | -4.3% | +7.5% | +2.0% |
| 30D | -13.6% | +1.1% | -14.7% | -13.2% |
| 3M | -16.6% | +12.3% | -28.9% | -15.1% |
| 6M | +142.3% | +9.8% | +132.5% | +145.8% |
| YTD | +73.6% | +11.5% | +62.2% | +76.5% |
| 1Y | +33.7% | +22.3% | +11.4% | +37.1% |
| All | +365.7% | +51.0% | +314.7% | +441.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling