+1,591.4%
AMAT vs ABBV
+500.6%
+1,090.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +4.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -14.8% | +4.2% | -19.0% | -16.3% |
| 3M | -9.3% | +14.8% | -24.1% | -15.1% |
| 6M | +27.4% | +10.3% | +17.1% | +20.7% |
| YTD | +77.6% | +14.9% | +62.7% | +64.8% |
| 1Y | +188.9% | +24.1% | +164.8% | +158.2% |
| 3Y | +202.3% | +91.9% | +110.4% | +114.7% |
| 5Y | +248.9% | +176.0% | +72.9% | +100.7% |
| All | +1,591.4% | +500.6% | +1,090.8% | +660.5% |
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 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