+44.9%
AMZN vs ABBV
+175.4%
-130.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.8% |
| 7D | -1.0% | -4.1% | +3.1% | -0.9% |
| 30D | -9.2% | +1.2% | -10.4% | -9.3% |
| 3M | +3.4% | +12.1% | -8.7% | +2.6% |
| 6M | +18.2% | +12.0% | +6.2% | +17.3% |
| YTD | +9.3% | +12.4% | -3.1% | +8.4% |
| 1Y | +5.9% | +22.9% | -17.0% | +3.8% |
| 3Y | +82.6% | +86.8% | -4.2% | +68.1% |
| 5Y | +44.9% | +181.0% | -136.1% | +23.1% |
| All | +44.9% | +175.4% | -130.6% | +23.1% |
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