+143.3%
DELL vs ABBV
+43.0%
+100.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -7.1% |
| 7D | -24.6% | +3.1% | -27.7% | -23.0% |
| 30D | -32.5% | +11.6% | -44.1% | -28.1% |
| 3M | -20.2% | +21.7% | -41.9% | -11.3% |
| 6M | +76.5% | +43.5% | +33.0% | +100.3% |
| YTD | +198.9% | +32.9% | +166.0% | +243.6% |
| 1Y | +143.3% | +40.7% | +102.7% | +182.9% |
| All | +143.3% | +43.0% | +100.3% | +182.9% |
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