+6.2%
HD vs ABBV
+175.4%
-169.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -1.8% | -4.1% | +2.3% | -0.9% |
| 30D | -10.8% | +1.2% | -12.0% | -11.1% |
| 3M | -2.7% | +12.1% | -14.8% | -5.2% |
| 6M | -10.3% | +12.0% | -22.3% | -12.7% |
| YTD | -7.8% | +12.4% | -20.2% | -10.5% |
| 1Y | -23.1% | +22.9% | -46.1% | -27.2% |
| 3Y | +2.0% | +86.8% | -84.7% | -14.6% |
| 5Y | +6.2% | +181.0% | -174.8% | -22.0% |
| All | +6.2% | +175.4% | -169.2% | -22.0% |
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