+110.5%
IBM vs ABBV
+1,163.4%
-1,052.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -21.6% | +14.8% | -36.4% | -24.4% |
| 6M | -4.7% | +10.3% | -15.0% | -7.4% |
| YTD | -19.1% | +14.9% | -34.0% | -22.5% |
| 1Y | -2.5% | +24.1% | -26.6% | -8.8% |
| 3Y | +74.2% | +91.9% | -17.8% | +41.9% |
| 5Y | +113.1% | +176.0% | -62.9% | +54.8% |
| 10Y | +133.5% | +502.9% | -369.4% | +38.4% |
| All | +110.5% | +1,163.4% | -1,052.9% | +6.6% |
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