+144.5%
IBM vs ABBV
+498.3%
-353.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.1% |
| 7D | +3.6% | -4.1% | +7.7% | +4.9% |
| 30D | +1.5% | +1.2% | +0.4% | +1.1% |
| 3M | -12.9% | +12.1% | -25.0% | -15.8% |
| 6M | -3.9% | +12.0% | -15.9% | -7.3% |
| YTD | -17.3% | +12.4% | -29.8% | -20.7% |
| 1Y | -5.0% | +22.9% | -27.9% | -11.7% |
| 3Y | +78.2% | +86.8% | -8.5% | +41.9% |
| 5Y | +120.6% | +181.0% | -60.4% | +50.0% |
| 10Y | +144.5% | +497.0% | -352.5% | +43.5% |
| All | +144.5% | +498.3% | -353.8% | +43.5% |
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 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