+370.3%
HPE vs ABBV
+599.4%
-229.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +7.9% | +1.3% | +6.6% | +7.5% |
| 30D | -23.5% | +4.7% | -28.2% | -24.5% |
| 3M | -19.1% | +18.3% | -37.4% | -23.0% |
| 6M | +51.4% | +43.4% | +8.0% | +34.2% |
| YTD | +103.4% | +33.0% | +70.5% | +83.5% |
| 1Y | +114.4% | +30.8% | +83.6% | +94.3% |
| 3Y | +224.7% | +135.1% | +89.5% | +131.6% |
| 5Y | +277.8% | +201.2% | +76.5% | +139.4% |
| All | +370.3% | +599.4% | -229.1% | +133.9% |
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