+5.8%
HD vs ABBV
+196.9%
-191.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +4.3% | -1.2% | +5.5% | +4.6% |
| 30D | +20.2% | +8.0% | +12.2% | +18.1% |
| 3M | -1.0% | +20.2% | -21.2% | -5.0% |
| 6M | +7.9% | +44.0% | -36.1% | -0.6% |
| YTD | +2.0% | +31.3% | -29.3% | -4.4% |
| 1Y | -4.3% | +37.0% | -41.3% | -11.2% |
| 3Y | +25.9% | +128.0% | -102.0% | +0.5% |
| All | +5.8% | +196.9% | -191.1% | -23.0% |
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