+214.2%
ARM vs ABBV
+116.2%
+98.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +19.8% | +2.2% | +17.7% | +20.2% |
| 30D | -21.8% | +8.0% | -29.8% | -20.8% |
| 3M | -26.5% | +19.1% | -45.6% | -24.7% |
| 6M | -3.9% | +43.5% | -47.5% | -1.8% |
| YTD | +82.8% | +32.7% | +50.0% | +87.8% |
| 1Y | +34.3% | +30.0% | +4.3% | +38.2% |
| 3Y | +282.2% | +134.7% | +147.5% | +267.7% |
| All | +214.2% | +116.2% | +98.0% | +234.8% |
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