+224.7%
HPE vs ABBV
+135.2%
+89.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | +7.9% | +1.3% | +6.6% | +7.9% |
| 30D | -23.5% | +4.7% | -28.2% | -23.3% |
| 3M | -19.1% | +18.3% | -37.4% | -18.6% |
| 6M | +51.4% | +43.4% | +8.0% | +49.1% |
| YTD | +103.4% | +33.0% | +70.5% | +101.9% |
| 1Y | +114.4% | +30.8% | +83.6% | +113.3% |
| 3Y | +224.7% | +135.1% | +89.5% | +186.6% |
| All | +224.7% | +135.2% | +89.5% | +186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling