-20.2%
IBM vs ABBV
+34.5%
-54.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | +6.8% | +8.0% | -1.2% | +5.4% |
| 3M | +4.4% | +19.1% | -14.7% | +1.3% |
| 6M | +13.2% | +43.5% | -30.4% | +10.0% |
| YTD | -15.1% | +32.7% | -47.9% | -18.5% |
| 1Y | -20.2% | +30.0% | -50.2% | -23.3% |
| All | -20.2% | +34.5% | -54.7% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling