+128.9%
ASML vs ABBV
+126.8%
+2.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +5.0% |
| 7D | -9.0% | -1.2% | -7.8% | -9.0% |
| 30D | -21.0% | +8.0% | -29.0% | -20.9% |
| 3M | -16.3% | +20.2% | -36.5% | -16.3% |
| 6M | -7.5% | +44.0% | -51.5% | -9.1% |
| YTD | +34.0% | +31.3% | +2.7% | +32.7% |
| 1Y | +39.3% | +37.0% | +2.3% | +37.4% |
| 3Y | +128.9% | +128.0% | +0.9% | +132.3% |
| All | +128.9% | +126.8% | +2.0% | +132.3% |
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