+133.8%
DIS vs ABBV
+1,163.4%
-1,029.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +3.5% | +4.2% | -0.7% | +2.5% |
| 3M | +6.8% | +14.8% | -8.0% | +3.2% |
| 6M | +3.0% | +10.3% | -7.3% | +0.2% |
| YTD | -6.7% | +14.9% | -21.6% | -10.4% |
| 1Y | -10.1% | +24.1% | -34.2% | -15.5% |
| 3Y | +33.0% | +91.9% | -58.9% | +10.3% |
| 5Y | -40.0% | +176.0% | -216.0% | -55.4% |
| 10Y | +21.1% | +502.9% | -481.9% | -27.5% |
| All | +133.8% | +1,163.4% | -1,029.6% | +13.5% |
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 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