+36.6%
DIS vs ABBV
+587.7%
-551.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +5.3% | +1.5% | +3.8% | +4.9% |
| 30D | +10.2% | +6.7% | +3.5% | +8.4% |
| 3M | +13.5% | +19.9% | -6.4% | +8.5% |
| 6M | +11.1% | +47.5% | -36.3% | +0.6% |
| YTD | +5.5% | +32.2% | -26.7% | -2.2% |
| 1Y | +9.1% | +37.8% | -28.7% | 0.0% |
| 3Y | +36.0% | +134.8% | -98.8% | +5.8% |
| 5Y | -29.8% | +203.0% | -232.8% | -50.3% |
| 10Y | +36.6% | +603.7% | -567.1% | -13.4% |
| All | +36.6% | +587.7% | -551.1% | -13.4% |
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 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