+337.5%
AMD vs ABBV
+179.0%
+158.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.6% |
| 30D | -0.9% | +4.2% | -5.1% | -0.8% |
| 3M | -8.7% | +14.8% | -23.5% | -9.2% |
| 6M | +136.3% | +10.3% | +126.1% | +136.1% |
| YTD | +123.0% | +14.9% | +108.1% | +122.1% |
| 1Y | +195.2% | +24.1% | +171.0% | +191.6% |
| 3Y | +336.3% | +91.9% | +244.4% | +318.1% |
| All | +337.5% | +179.0% | +158.6% | +342.8% |
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