+2,831.0%
ASML vs ABBV
+1,163.4%
+1,667.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +2.2% | +4.2% | -2.0% | +0.9% |
| 3M | -2.3% | +14.8% | -17.1% | -6.9% |
| 6M | +23.0% | +10.3% | +12.7% | +18.4% |
| YTD | +61.1% | +14.9% | +46.2% | +52.8% |
| 1Y | +129.1% | +24.1% | +105.0% | +111.3% |
| 3Y | +165.4% | +91.9% | +73.4% | +107.3% |
| 5Y | +109.5% | +176.0% | -66.6% | +41.4% |
| 10Y | +1,645.7% | +502.9% | +1,142.8% | +792.7% |
| All | +2,831.0% | +1,163.4% | +1,667.7% | +1,165.6% |
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