-17.2%
F vs ABBV
+201.3%
-218.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | +1.3% | -4.4% | -3.4% |
| 30D | 0.0% | +4.7% | -4.7% | -1.0% |
| 3M | -13.2% | +18.3% | -31.6% | -16.4% |
| 6M | -10.2% | +43.4% | -53.6% | -17.4% |
| YTD | -4.9% | +33.0% | -37.9% | -11.3% |
| 1Y | -6.1% | +30.8% | -36.9% | -12.1% |
| 3Y | +46.0% | +135.1% | -89.2% | +13.7% |
| All | -17.2% | +201.3% | -218.5% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling