+14,635.7%
AVGO vs ABBV
+1,362.3%
+13,273.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +18.2% | +1.3% | +16.9% | +17.8% |
| 30D | +0.2% | +4.7% | -4.5% | -1.1% |
| 3M | -16.8% | +18.3% | -35.1% | -20.9% |
| 6M | -16.5% | +43.4% | -59.8% | -25.9% |
| YTD | +0.8% | +33.0% | -32.2% | -8.8% |
| 1Y | +2.8% | +30.8% | -28.0% | -6.7% |
| 3Y | +278.5% | +135.1% | +143.4% | +170.5% |
| 5Y | +573.1% | +201.2% | +371.8% | +329.7% |
| 10Y | +2,598.7% | +602.7% | +1,996.0% | +1,107.1% |
| All | +14,635.7% | +1,362.3% | +13,273.4% | +5,379.4% |
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