+220.1%
C vs ABBV
+587.7%
-367.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -0.9% | +1.5% | -2.5% | -1.5% |
| 30D | -5.4% | +6.7% | -12.1% | -7.7% |
| 3M | -9.2% | +19.9% | -29.1% | -15.3% |
| 6M | -1.8% | +47.5% | -49.3% | -16.1% |
| YTD | +6.7% | +32.2% | -25.5% | -5.6% |
| 1Y | +23.5% | +37.8% | -14.3% | +7.3% |
| 3Y | +219.8% | +134.8% | +85.0% | +113.4% |
| 5Y | +112.4% | +203.0% | -90.6% | +22.5% |
| 10Y | +220.1% | +603.7% | -383.6% | +36.5% |
| All | +220.1% | +587.7% | -367.6% | +36.5% |
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