+400.4%
ALAB vs ABBV
+55.7%
+344.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +9.4% |
| 7D | +7.2% | +0.4% | +6.8% | +7.4% |
| 30D | -2.5% | +4.2% | -6.7% | -1.3% |
| 3M | -13.3% | +14.8% | -28.1% | -11.0% |
| 6M | +172.8% | +10.3% | +162.6% | +178.4% |
| YTD | +86.6% | +14.9% | +71.7% | +91.3% |
| 1Y | +65.2% | +24.1% | +41.0% | +70.7% |
| All | +400.4% | +55.7% | +344.7% | +486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling