+1,395.4%
ASML vs ABBV
+670.6%
+724.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +4.7% |
| 7D | -9.0% | -1.2% | -7.8% | -8.7% |
| 30D | -21.0% | +8.0% | -29.0% | -22.7% |
| 3M | -16.3% | +20.2% | -36.5% | -20.8% |
| 6M | -7.5% | +44.0% | -51.5% | -17.8% |
| YTD | +34.0% | +31.3% | +2.7% | +22.1% |
| 1Y | +39.3% | +37.0% | +2.3% | +25.0% |
| 3Y | +128.9% | +128.0% | +0.9% | +67.1% |
| 5Y | +76.1% | +196.9% | -120.8% | +13.1% |
| All | +1,395.4% | +670.6% | +724.8% | +626.4% |
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