+1,559.3%
ASML vs ABBV
+598.0%
+961.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +10.4% | +2.2% | +8.2% | +9.7% |
| 30D | -12.7% | +8.0% | -20.7% | -14.7% |
| 3M | -17.2% | +19.1% | -36.3% | -21.4% |
| 6M | -1.3% | +43.5% | -44.9% | -12.3% |
| YTD | +40.8% | +32.7% | +8.1% | +27.8% |
| 1Y | +45.2% | +30.0% | +15.2% | +32.5% |
| 3Y | +131.8% | +134.7% | -2.9% | +66.8% |
| 5Y | +84.0% | +200.7% | -116.6% | +17.0% |
| All | +1,559.3% | +598.0% | +961.3% | +653.7% |
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