+159.2%
DIS vs ABBV
+1,343.9%
-1,184.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +5.2% | -1.2% | +6.5% | +5.5% |
| 30D | +11.5% | +8.0% | +3.4% | +9.4% |
| 3M | +11.5% | +20.2% | -8.7% | +6.7% |
| 6M | +8.9% | +44.0% | -35.1% | -0.6% |
| YTD | +3.4% | +31.3% | -27.9% | -3.8% |
| 1Y | +7.2% | +37.0% | -29.8% | -1.4% |
| 3Y | +43.3% | +128.0% | -84.6% | +13.9% |
| 5Y | -31.4% | +196.9% | -228.3% | -49.8% |
| 10Y | +37.1% | +681.2% | -644.2% | -22.7% |
| All | +159.2% | +1,343.9% | -1,184.7% | +21.8% |
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