+667.9%
HD vs ABBV
+1,353.7%
-685.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +3.6% | +1.5% | +2.1% | +3.2% |
| 30D | +21.6% | +6.7% | +14.8% | +19.3% |
| 3M | +0.1% | +19.9% | -19.8% | -5.0% |
| 6M | +13.0% | +47.5% | -34.5% | +0.8% |
| YTD | +4.9% | +32.2% | -27.3% | -3.8% |
| 1Y | -2.1% | +37.8% | -39.9% | -11.3% |
| 3Y | +32.6% | +134.8% | -102.2% | +0.6% |
| 5Y | +8.2% | +203.0% | -194.8% | -25.0% |
| 10Y | +257.9% | +603.7% | -345.8% | +95.3% |
| All | +667.9% | +1,353.7% | -685.9% | +276.8% |
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