+370.2%
HPE vs ABBV
+180.5%
+189.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.3% | +5.0% |
| 7D | +13.6% | -4.1% | +17.8% | +14.1% |
| 30D | +7.7% | +1.2% | +6.5% | +7.5% |
| 3M | +22.4% | +12.1% | +10.3% | +19.6% |
| 6M | +172.6% | +12.0% | +160.6% | +166.1% |
| YTD | +147.5% | +12.4% | +135.1% | +140.9% |
| 1Y | +151.8% | +22.9% | +128.8% | +139.5% |
| 3Y | +267.1% | +86.8% | +180.3% | +209.9% |
| All | +370.2% | +180.5% | +189.7% | +239.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling