-12.8%
AVGO vs ABBV
+45.8%
-58.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.4% |
| 7D | +25.0% | +2.2% | +22.8% | +27.1% |
| 30D | +2.0% | +8.0% | -6.0% | +9.8% |
| 3M | -12.3% | +19.1% | -31.4% | +4.8% |
| 6M | -12.8% | +43.5% | -56.3% | +38.0% |
| All | -12.8% | +45.8% | -58.6% | +38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling