+571.9%
HPE vs ABBV
+718.1%
-146.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.4% |
| 3M | -19.1% | +18.3% | -37.4% | -22.8% |
| 6M | +51.4% | +43.4% | +8.0% | +35.4% |
| YTD | +103.4% | +33.0% | +70.5% | +84.9% |
| 1Y | +114.4% | +30.8% | +83.6% | +95.7% |
| 3Y | +224.7% | +135.1% | +89.5% | +139.1% |
| 5Y | +277.8% | +201.2% | +76.5% | +151.4% |
| 10Y | +371.1% | +602.7% | -231.6% | +147.9% |
| All | +571.9% | +718.1% | -146.2% | +249.6% |
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 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