+373.5%
FCX vs ABBV
+599.4%
-225.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.8% |
| 30D | -14.7% | +4.7% | -19.4% | -16.3% |
| 3M | -11.2% | +18.3% | -29.5% | -17.1% |
| 6M | -11.4% | +43.4% | -54.8% | -24.3% |
| YTD | +17.7% | +33.0% | -15.3% | +3.2% |
| 1Y | +47.5% | +30.8% | +16.7% | +30.0% |
| 3Y | +83.9% | +135.1% | -51.2% | +21.4% |
| 5Y | +54.0% | +201.2% | -147.3% | -12.2% |
| All | +373.5% | +599.4% | -225.8% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling