-4.7%
IBM vs ABBV
+11.5%
-16.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.3% | +4.2% | -3.9% | -1.1% |
| 3M | -21.6% | +14.8% | -36.4% | -23.4% |
| 6M | -4.7% | +10.3% | -15.0% | -3.5% |
| All | -4.7% | +11.5% | -16.2% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling