+526.6%
INTC vs ABBV
+1,163.4%
-636.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +5.9% | +5.0% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | -5.2% | +4.2% | -9.4% | -6.7% |
| 3M | -14.3% | +14.8% | -29.1% | -19.3% |
| 6M | +110.2% | +10.3% | +99.9% | +100.1% |
| YTD | +159.6% | +14.9% | +144.7% | +142.8% |
| 1Y | +289.3% | +24.1% | +265.1% | +252.1% |
| 3Y | +166.1% | +91.9% | +74.1% | +102.3% |
| 5Y | +94.4% | +176.0% | -81.7% | +26.6% |
| 10Y | +227.7% | +502.9% | -275.2% | +67.8% |
| All | +526.6% | +1,163.4% | -636.8% | +182.7% |
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