+134.6%
FCX vs ABBV
+175.4%
-40.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +3.1% | -4.1% | +7.2% | +4.1% |
| 30D | +8.1% | +1.2% | +6.9% | +7.7% |
| 3M | +18.9% | +12.1% | +6.8% | +14.8% |
| 6M | +26.6% | +12.0% | +14.6% | +22.1% |
| YTD | +51.2% | +12.4% | +38.8% | +45.3% |
| 1Y | +75.6% | +22.9% | +52.6% | +63.7% |
| 3Y | +101.7% | +86.8% | +15.0% | +64.3% |
| 5Y | +134.6% | +181.0% | -46.4% | +46.1% |
| All | +134.6% | +175.4% | -40.8% | +46.1% |
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 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