+297.5%
AVGO vs ABBV
+134.7%
+162.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +25.0% | +2.2% | +22.8% | +25.3% |
| 30D | +2.0% | +8.0% | -6.0% | +3.2% |
| 3M | -12.3% | +19.1% | -31.4% | -10.0% |
| 6M | -12.8% | +43.5% | -56.3% | -9.6% |
| YTD | +5.9% | +32.7% | -26.9% | +9.8% |
| 1Y | +3.3% | +30.0% | -26.7% | +7.1% |
| All | +297.5% | +134.7% | +162.7% | +304.5% |
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