+1,162.1%
AMAT vs ABBV
+670.6%
+491.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.2% | +3.8% |
| 7D | -14.7% | -1.2% | -13.5% | -14.3% |
| 30D | -36.1% | +8.0% | -44.1% | -37.9% |
| 3M | -36.9% | +20.2% | -57.0% | -41.3% |
| 6M | -22.2% | +44.0% | -66.2% | -33.6% |
| YTD | +29.9% | +31.3% | -1.4% | +14.5% |
| 1Y | +43.3% | +37.0% | +6.3% | +23.8% |
| 3Y | +142.7% | +128.0% | +14.7% | +60.5% |
| 5Y | +126.2% | +196.9% | -70.7% | +27.3% |
| All | +1,162.1% | +670.6% | +491.5% | +448.5% |
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