+21.2%
DIS vs ABBV
+486.4%
-465.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.5% |
| 7D | -1.1% | -4.3% | +3.2% | 0.0% |
| 30D | +0.1% | +1.1% | -1.0% | -0.2% |
| 3M | +7.1% | +12.3% | -5.2% | +3.9% |
| 6M | +4.3% | +9.8% | -5.5% | +1.5% |
| YTD | -6.9% | +11.5% | -18.4% | -10.0% |
| 1Y | -10.3% | +22.3% | -32.6% | -15.6% |
| 3Y | +32.8% | +85.2% | -52.3% | +10.1% |
| 5Y | -41.5% | +170.8% | -212.3% | -57.3% |
| 10Y | +21.2% | +485.4% | -464.2% | -22.1% |
| All | +21.2% | +486.4% | -465.2% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling