+1,321.9%
AMAT vs ABBV
+599.4%
+722.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +11.4% | +1.3% | +10.1% | +10.9% |
| 30D | -17.0% | +4.7% | -21.8% | -18.4% |
| 3M | -30.6% | +18.3% | -49.0% | -35.1% |
| 6M | -14.9% | +43.4% | -58.3% | -27.4% |
| YTD | +44.7% | +33.0% | +11.7% | +26.7% |
| 1Y | +66.9% | +30.8% | +36.1% | +47.1% |
| 3Y | +153.3% | +135.1% | +18.2% | +64.1% |
| 5Y | +146.2% | +201.2% | -55.0% | +36.4% |
| All | +1,321.9% | +599.4% | +722.5% | +463.3% |
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