+2,221.8%
ASML vs ABBV
+1,328.7%
+893.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.1% | -8.7% |
| 7D | -19.0% | -0.9% | -18.2% | -18.9% |
| 30D | -25.9% | +8.7% | -34.7% | -27.8% |
| 3M | -19.1% | +17.8% | -36.8% | -23.0% |
| 6M | -5.7% | +41.7% | -47.4% | -15.8% |
| YTD | +27.6% | +29.9% | -2.3% | +16.6% |
| 1Y | +30.8% | +37.0% | -6.2% | +17.4% |
| 3Y | +116.2% | +125.2% | -9.0% | +61.0% |
| 5Y | +67.7% | +193.8% | -126.1% | +11.7% |
| 10Y | +1,355.3% | +673.0% | +682.3% | +592.8% |
| All | +2,221.8% | +1,328.7% | +893.2% | +866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling