+167.6%
AMAT vs ABBV
+201.3%
-33.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.0% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | -20.6% | +5.6% | -26.2% | -21.1% |
| 3M | -24.8% | +18.7% | -43.4% | -26.5% |
| 6M | -10.7% | +47.4% | -58.1% | -17.3% |
| YTD | +54.3% | +33.0% | +21.3% | +46.0% |
| 1Y | +73.7% | +34.9% | +38.8% | +63.8% |
| 3Y | +168.4% | +135.2% | +33.2% | +113.8% |
| 5Y | +167.6% | +202.1% | -34.5% | +73.3% |
| All | +167.6% | +201.3% | -33.7% | +73.3% |
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 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