+25.3%
F vs ABBV
+21.6%
+3.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.7% |
| 7D | +1.2% | -4.3% | +5.5% | +1.9% |
| 30D | +1.2% | +1.1% | +0.1% | +1.2% |
| 3M | -5.7% | +12.3% | -18.0% | -7.2% |
| 6M | +17.9% | +9.8% | +8.2% | +15.8% |
| YTD | +10.4% | +11.5% | -1.0% | +8.0% |
| 1Y | +25.3% | +22.3% | +3.1% | +19.6% |
| All | +25.3% | +21.6% | +3.8% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling