+118.7%
F vs ABBV
+1,163.4%
-1,044.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +4.6% | +4.2% | +0.4% | +3.4% |
| 3M | -3.7% | +14.8% | -18.5% | -7.6% |
| 6M | +16.8% | +10.3% | +6.6% | +13.2% |
| YTD | +15.3% | +14.9% | +0.4% | +10.1% |
| 1Y | +31.0% | +24.1% | +6.9% | +22.0% |
| 3Y | +45.4% | +91.9% | -46.5% | +17.1% |
| 5Y | +54.7% | +176.0% | -121.4% | +10.3% |
| 10Y | +98.2% | +502.9% | -404.7% | +9.9% |
| All | +118.7% | +1,163.4% | -1,044.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling