+46.0%
ASML vs ABBV
+39.5%
+6.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.3% |
| 7D | -2.9% | +2.8% | -5.6% | -2.3% |
| 30D | -15.2% | +7.0% | -22.1% | -13.9% |
| 3M | -12.9% | +19.2% | -32.1% | -9.8% |
| 6M | -5.0% | +47.8% | -52.8% | -3.0% |
| YTD | +41.8% | +32.5% | +9.3% | +46.8% |
| 1Y | +46.0% | +38.4% | +7.6% | +51.4% |
| All | +46.0% | +39.5% | +6.6% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling