+34.8%
DIS vs ABBV
+94.6%
-59.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | +3.5% | +4.2% | -0.7% | +3.0% |
| 3M | +6.8% | +14.8% | -8.0% | +5.3% |
| 6M | +3.0% | +10.3% | -7.3% | +1.9% |
| YTD | -6.7% | +14.9% | -21.6% | -8.3% |
| 1Y | -10.1% | +24.1% | -34.2% | -12.8% |
| All | +34.8% | +94.6% | -59.8% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling