+102.3%
INTC vs ABBV
+185.0%
-82.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -5.8% |
| 7D | +9.4% | -2.0% | +11.4% | +9.7% |
| 30D | +2.7% | +2.0% | +0.7% | +2.1% |
| 3M | -6.3% | +14.2% | -20.4% | -10.0% |
| 6M | +114.5% | +14.1% | +100.4% | +105.4% |
| YTD | +171.9% | +14.2% | +157.6% | +159.8% |
| 1Y | +305.0% | +24.2% | +280.8% | +274.7% |
| 3Y | +168.3% | +89.8% | +78.5% | +119.0% |
| 5Y | +102.3% | +187.2% | -84.9% | +33.1% |
| All | +102.3% | +185.0% | -82.7% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling