+298.1%
APP vs ABBV
+201.3%
+96.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +4.6% | +1.3% | +3.3% | +4.5% |
| 30D | +56.0% | +4.7% | +51.3% | +55.5% |
| 3M | +30.8% | +18.3% | +12.5% | +29.2% |
| 6M | -9.8% | +43.4% | -53.2% | -12.4% |
| YTD | -39.3% | +33.0% | -72.3% | -40.7% |
| 1Y | -26.4% | +30.8% | -57.3% | -28.0% |
| 3Y | +887.9% | +135.1% | +752.8% | +736.9% |
| All | +298.1% | +201.3% | +96.8% | +261.0% |
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 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