+111.9%
INTC vs ABBV
+599.4%
-487.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +6.0% | +1.3% | +4.7% | +5.5% |
| 30D | -39.2% | +4.7% | -43.9% | -40.3% |
| 3M | -42.9% | +18.3% | -61.3% | -46.8% |
| 6M | -50.4% | +43.4% | -93.8% | -57.8% |
| YTD | +61.7% | +33.0% | +28.7% | +41.0% |
| 1Y | +66.1% | +30.8% | +35.3% | +45.8% |
| 3Y | +58.1% | +135.1% | -77.0% | +4.5% |
| 5Y | +27.9% | +201.2% | -173.4% | -27.3% |
| All | +111.9% | +599.4% | -487.4% | -4.3% |
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 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