+296.2%
C vs ABBV
+1,343.9%
-1,047.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | -6.0% | +8.0% | -14.0% | -8.5% |
| 3M | -10.5% | +20.2% | -30.7% | -16.3% |
| 6M | -5.7% | +44.0% | -49.7% | -17.9% |
| YTD | +4.1% | +31.3% | -27.2% | -6.9% |
| 1Y | +20.5% | +37.0% | -16.5% | +5.9% |
| 3Y | +208.1% | +128.0% | +80.2% | +116.8% |
| 5Y | +110.4% | +196.9% | -86.5% | +30.8% |
| 10Y | +234.6% | +681.2% | -446.6% | +44.8% |
| All | +296.2% | +1,343.9% | -1,047.7% | +54.2% |
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