+286.5%
C vs ABBV
+486.4%
-199.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.4% |
| 7D | +3.2% | -4.3% | +7.5% | +4.9% |
| 30D | +1.3% | +1.1% | +0.2% | +0.7% |
| 3M | +3.1% | +12.3% | -9.2% | -2.1% |
| 6M | +29.6% | +9.8% | +19.8% | +23.8% |
| YTD | +19.0% | +11.5% | +7.5% | +12.3% |
| 1Y | +45.6% | +22.3% | +23.4% | +31.5% |
| 3Y | +269.3% | +85.2% | +184.1% | +171.0% |
| 5Y | +131.6% | +170.8% | -39.3% | +38.5% |
| 10Y | +286.5% | +485.4% | -198.9% | +70.3% |
| All | +286.5% | +486.4% | -199.8% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling