+4,770.1%
DELL vs ABBV
+462.3%
+4,307.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.5% |
| 7D | +25.6% | -4.3% | +29.9% | +26.8% |
| 30D | +17.7% | +1.1% | +16.5% | +17.2% |
| 3M | +33.4% | +12.3% | +21.1% | +28.5% |
| 6M | +266.2% | +9.8% | +256.4% | +253.5% |
| YTD | +328.0% | +11.5% | +316.5% | +310.8% |
| 1Y | +339.6% | +22.3% | +317.3% | +310.1% |
| 3Y | +694.6% | +85.2% | +609.4% | +542.1% |
| 5Y | +1,122.0% | +170.8% | +951.2% | +758.0% |
| 10Y | +4,062.5% | +485.4% | +3,577.0% | +2,378.1% |
| All | +4,770.1% | +462.3% | +4,307.7% | +2,869.4% |
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 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