+5,397.9%
ANET vs ABBV
+649.8%
+4,748.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.5% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | -4.5% | +2.0% | -6.4% | -5.2% |
| 3M | +24.5% | +14.2% | +10.4% | +18.5% |
| 6M | +35.4% | +14.1% | +21.3% | +28.4% |
| YTD | +44.2% | +14.2% | +30.0% | +36.5% |
| 1Y | +25.4% | +24.2% | +1.2% | +15.0% |
| 3Y | +284.8% | +89.8% | +195.0% | +195.3% |
| 5Y | +761.7% | +187.2% | +574.5% | +446.2% |
| 10Y | +3,691.2% | +506.7% | +3,184.5% | +1,645.7% |
| All | +5,397.9% | +649.8% | +4,748.1% | +2,118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling