+243.2%
INTC vs ABBV
+510.4%
-267.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -6.2% |
| 7D | +9.4% | -2.0% | +11.4% | +10.1% |
| 30D | +2.7% | +2.0% | +0.7% | +1.5% |
| 3M | -6.3% | +14.2% | -20.4% | -12.3% |
| 6M | +114.5% | +14.1% | +100.4% | +99.4% |
| YTD | +171.9% | +14.2% | +157.6% | +151.9% |
| 1Y | +305.0% | +24.2% | +280.8% | +259.5% |
| 3Y | +168.3% | +89.8% | +78.5% | +94.1% |
| 5Y | +102.3% | +187.2% | -84.9% | +17.0% |
| All | +243.2% | +510.4% | -267.2% | +63.3% |
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