+86.4%
F vs ABBV
+486.4%
-400.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.4% |
| 7D | +1.2% | -4.3% | +5.5% | +2.4% |
| 30D | +1.2% | +1.1% | +0.1% | +0.9% |
| 3M | -5.7% | +12.3% | -18.0% | -9.0% |
| 6M | +17.9% | +9.8% | +8.2% | +14.4% |
| YTD | +10.4% | +11.5% | -1.0% | +6.3% |
| 1Y | +25.3% | +22.3% | +3.1% | +17.1% |
| 3Y | +37.5% | +85.2% | -47.7% | +10.9% |
| 5Y | +46.5% | +170.8% | -124.3% | +3.2% |
| 10Y | +86.4% | +485.4% | -399.0% | +13.2% |
| All | +86.4% | +486.4% | -400.0% | +13.2% |
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