+46.0%
F vs ABBV
+135.2%
-89.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | 0.0% | +4.7% | -4.7% | -0.7% |
| 3M | -13.2% | +18.3% | -31.6% | -15.7% |
| 6M | -10.2% | +43.4% | -53.6% | -15.7% |
| YTD | -4.9% | +33.0% | -37.9% | -9.8% |
| 1Y | -6.1% | +30.8% | -36.9% | -10.7% |
| 3Y | +46.0% | +135.1% | -89.2% | +43.6% |
| All | +46.0% | +135.2% | -89.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling