+213.4%
HD vs ABBV
+493.2%
-279.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.4% |
| 7D | -1.2% | -4.3% | +3.1% | +0.2% |
| 30D | -11.1% | +1.1% | -12.3% | -11.5% |
| 3M | +2.0% | +12.3% | -10.3% | -1.9% |
| 6M | -10.5% | +9.8% | -20.2% | -13.4% |
| YTD | -6.9% | +11.5% | -18.3% | -10.6% |
| 1Y | -23.2% | +22.3% | -45.4% | -28.8% |
| 3Y | +3.1% | +85.2% | -82.1% | -18.6% |
| 5Y | +7.4% | +170.8% | -163.4% | -27.4% |
| All | +213.4% | +493.2% | -279.8% | +75.3% |
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