+677.7%
HPE vs ABBV
+585.7%
+92.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.0% | +10.7% | +8.5% |
| 7D | +10.1% | -4.3% | +14.5% | +11.4% |
| 30D | +5.3% | +1.1% | +4.2% | +4.8% |
| 3M | +12.7% | +12.3% | +0.4% | +7.9% |
| 6M | +167.7% | +9.8% | +157.9% | +157.2% |
| YTD | +135.5% | +11.5% | +124.0% | +124.3% |
| 1Y | +143.4% | +22.3% | +121.1% | +124.4% |
| 3Y | +249.2% | +85.2% | +164.0% | +175.2% |
| 5Y | +343.8% | +170.8% | +173.0% | +201.8% |
| 10Y | +495.9% | +485.4% | +10.4% | +228.4% |
| All | +677.7% | +585.7% | +92.0% | +324.3% |
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