+26.2%
KLAC vs ABBV
+43.0%
-16.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -2.9% |
| 7D | -5.7% | +3.1% | -8.7% | -4.4% |
| 30D | -27.6% | +11.6% | -39.2% | -24.2% |
| 3M | -23.3% | +21.7% | -44.9% | -16.9% |
| 6M | -12.4% | +43.5% | -55.9% | -2.7% |
| YTD | +23.7% | +32.9% | -9.2% | +38.1% |
| 1Y | +26.2% | +40.7% | -14.5% | +41.3% |
| All | +26.2% | +43.0% | -16.8% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling