+319.1%
DELL vs ABBV
+24.6%
+294.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.1% |
| 7D | +14.9% | +0.4% | +14.5% | +15.0% |
| 30D | +13.3% | +4.2% | +9.1% | +14.7% |
| 3M | +24.4% | +14.8% | +9.6% | +26.0% |
| 6M | +258.0% | +10.3% | +247.7% | +270.8% |
| YTD | +320.2% | +14.9% | +305.3% | +332.4% |
| 1Y | +319.1% | +24.1% | +294.9% | +304.4% |
| All | +319.1% | +24.6% | +294.5% | +304.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling