+120.6%
IBM vs ABBV
+1,353.7%
-1,233.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.5% | +1.5% | -4.1% | -2.9% |
| 30D | +8.4% | +6.7% | +1.6% | +6.4% |
| 3M | +4.5% | +19.9% | -15.5% | -0.7% |
| 6M | +7.9% | +47.5% | -39.6% | -3.0% |
| YTD | -15.2% | +32.2% | -47.4% | -21.9% |
| 1Y | -17.6% | +37.8% | -55.4% | -25.0% |
| 3Y | +82.1% | +134.8% | -52.7% | +40.3% |
| 5Y | +143.3% | +203.0% | -59.7% | +72.4% |
| 10Y | +149.9% | +603.7% | -453.8% | +42.2% |
| All | +120.6% | +1,353.7% | -1,233.2% | +7.4% |
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