+662.6%
HD vs ABBV
+1,356.7%
-694.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +5.2% | +2.8% | +2.4% | +4.4% |
| 30D | +20.7% | +7.0% | +13.8% | +18.4% |
| 3M | +0.8% | +19.2% | -18.4% | -4.2% |
| 6M | +12.2% | +47.8% | -35.5% | 0.0% |
| YTD | +4.2% | +32.5% | -28.3% | -4.5% |
| 1Y | -2.6% | +38.4% | -41.0% | -11.9% |
| 3Y | +30.0% | +134.3% | -104.3% | -1.3% |
| 5Y | +8.1% | +200.6% | -192.5% | -24.9% |
| 10Y | +247.2% | +590.1% | -343.0% | +90.2% |
| All | +662.6% | +1,356.7% | -694.0% | +274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling