+563.1%
HPE vs ABBV
+515.4%
+47.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +12.2% |
| 7D | +19.4% | +0.3% | +19.1% | +19.2% |
| 30D | +5.6% | +3.4% | +2.3% | +4.4% |
| 3M | +33.1% | +15.2% | +17.9% | +26.2% |
| 6M | +192.5% | +14.7% | +177.8% | +176.8% |
| YTD | +160.9% | +15.2% | +145.7% | +145.5% |
| 1Y | +155.0% | +20.4% | +134.6% | +135.3% |
| 3Y | +289.4% | +91.3% | +198.1% | +197.2% |
| 5Y | +395.7% | +189.6% | +206.1% | +215.4% |
| All | +563.1% | +515.4% | +47.7% | +241.7% |
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