+3,047.2%
DELL vs ABBV
+571.0%
+2,476.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.2% |
| 7D | +4.9% | +1.3% | +3.6% | +4.6% |
| 30D | -32.1% | +4.7% | -36.8% | -32.8% |
| 3M | -30.2% | +18.3% | -48.6% | -32.9% |
| 6M | +41.7% | +43.4% | -1.7% | +28.6% |
| YTD | +176.6% | +33.0% | +143.6% | +155.1% |
| 1Y | +159.9% | +30.8% | +129.1% | +140.6% |
| 3Y | +388.0% | +135.1% | +252.8% | +272.0% |
| 5Y | +578.2% | +201.2% | +377.0% | +368.9% |
| 10Y | +2,653.4% | +602.7% | +2,050.7% | +1,461.4% |
| All | +3,047.2% | +571.0% | +2,476.2% | +1,744.1% |
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