+15,070.5%
AVGO vs ABBV
+1,163.4%
+13,907.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | -3.0% | +0.4% | -3.3% | -3.1% |
| 30D | -14.4% | +4.2% | -18.6% | -15.6% |
| 3M | -14.4% | +14.8% | -29.3% | -18.7% |
| 6M | +13.1% | +10.3% | +2.9% | +8.5% |
| YTD | +3.8% | +14.9% | -11.1% | -2.0% |
| 1Y | +17.8% | +24.1% | -6.4% | +7.7% |
| 3Y | +325.3% | +91.9% | +233.3% | +223.8% |
| 5Y | +689.9% | +176.0% | +513.9% | +414.2% |
| 10Y | +2,597.0% | +502.9% | +2,094.1% | +1,159.5% |
| All | +15,070.5% | +1,163.4% | +13,907.1% | +5,790.2% |
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