+15,372.4%
AVGO vs ABBV
+1,359.4%
+14,013.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +25.0% | +2.2% | +22.8% | +24.3% |
| 30D | +2.0% | +8.0% | -6.0% | -0.3% |
| 3M | -12.3% | +19.1% | -31.4% | -16.8% |
| 6M | -12.8% | +43.5% | -56.3% | -22.7% |
| YTD | +5.9% | +32.7% | -26.9% | -4.2% |
| 1Y | +3.3% | +30.0% | -26.7% | -6.1% |
| 3Y | +293.1% | +134.7% | +158.3% | +181.0% |
| 5Y | +606.7% | +200.7% | +406.1% | +351.5% |
| 10Y | +2,733.6% | +601.3% | +2,132.3% | +1,168.2% |
| All | +15,372.4% | +1,359.4% | +14,013.0% | +5,656.7% |
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