+8.3%
DIS vs ABBV
+43.0%
-34.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.9% |
| 7D | +9.1% | +3.1% | +6.0% | +8.7% |
| 30D | +14.8% | +11.6% | +3.2% | +13.7% |
| 3M | +21.2% | +21.7% | -0.5% | +19.5% |
| 6M | +18.3% | +43.5% | -25.2% | +17.3% |
| YTD | +5.4% | +32.9% | -27.5% | +4.1% |
| 1Y | +8.3% | +40.7% | -32.4% | +3.5% |
| All | +8.3% | +43.0% | -34.7% | +3.5% |
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