+86.1%
F vs ABBV
+1,343.9%
-1,257.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +2.6% | +8.0% | -5.4% | +0.4% |
| 3M | -8.8% | +20.2% | -29.0% | -13.5% |
| 6M | +4.6% | +44.0% | -39.3% | -6.0% |
| YTD | -1.9% | +31.3% | -33.2% | -9.9% |
| 1Y | -0.8% | +37.0% | -37.7% | -10.0% |
| 3Y | +43.5% | +128.0% | -84.5% | +9.8% |
| 5Y | -12.1% | +196.9% | -209.0% | -38.5% |
| 10Y | +83.6% | +681.2% | -597.6% | -5.2% |
| All | +86.1% | +1,343.9% | -1,257.8% | -13.1% |
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