+140.0%
IBM vs ABBV
+595.1%
-455.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.5% | +2.8% | -4.3% | -2.3% |
| 30D | +8.4% | +7.0% | +1.5% | +6.1% |
| 3M | +4.2% | +19.2% | -15.1% | -1.4% |
| 6M | +7.9% | +47.8% | -39.8% | -4.3% |
| YTD | -15.2% | +32.5% | -47.7% | -22.7% |
| 1Y | -18.7% | +38.4% | -57.1% | -27.1% |
| 3Y | +79.2% | +134.3% | -55.1% | +32.1% |
| 5Y | +144.7% | +200.6% | -55.9% | +62.5% |
| All | +140.0% | +595.1% | -455.1% | +33.7% |
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