+164.9%
ASML vs ABBV
+91.6%
+73.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.2% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | +2.2% | +4.2% | -2.0% | +2.1% |
| 3M | -2.3% | +14.8% | -17.1% | -3.2% |
| 6M | +23.0% | +10.3% | +12.7% | +22.1% |
| YTD | +61.1% | +14.9% | +46.2% | +59.4% |
| 1Y | +129.1% | +24.1% | +105.0% | +125.1% |
| All | +164.9% | +91.6% | +73.4% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling