+1,504.8%
ASML vs ABBV
+587.7%
+917.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.0% |
| 7D | -0.8% | +1.5% | -2.4% | -1.2% |
| 30D | -14.9% | +6.7% | -21.6% | -16.5% |
| 3M | -13.0% | +19.9% | -32.9% | -17.6% |
| 6M | -4.7% | +47.5% | -52.2% | -16.0% |
| YTD | +42.3% | +32.2% | +10.1% | +29.3% |
| 1Y | +49.7% | +37.8% | +11.9% | +34.0% |
| 3Y | +144.3% | +134.8% | +9.5% | +75.9% |
| 5Y | +86.4% | +203.0% | -116.6% | +18.1% |
| 10Y | +1,504.8% | +603.7% | +901.1% | +639.5% |
| All | +1,504.8% | +587.7% | +917.2% | +639.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling