+81.0%
F vs ABBV
+587.7%
-506.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -0.6% | +1.5% | -2.2% | -1.1% |
| 30D | +2.9% | +6.7% | -3.9% | +0.9% |
| 3M | -9.5% | +19.9% | -29.4% | -14.1% |
| 6M | +4.0% | +47.5% | -43.4% | -7.3% |
| YTD | -1.3% | +32.2% | -33.5% | -9.6% |
| 1Y | -1.9% | +37.8% | -39.8% | -11.4% |
| 3Y | +53.5% | +134.8% | -81.3% | +14.9% |
| 5Y | -15.1% | +203.0% | -218.1% | -42.3% |
| 10Y | +81.0% | +603.7% | -522.7% | +6.1% |
| All | +81.0% | +587.7% | -506.7% | +6.1% |
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