+85.7%
KLAC vs ABBV
+19.3%
+66.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -2.7% |
| 7D | +2.5% | -2.0% | +4.5% | +2.0% |
| 30D | -11.5% | +2.0% | -13.5% | -10.9% |
| 3M | -16.9% | +14.2% | -31.1% | -15.3% |
| 6M | +22.2% | +14.1% | +8.2% | +25.5% |
| YTD | +46.4% | +14.2% | +32.1% | +51.0% |
| All | +85.7% | +19.3% | +66.4% | +90.5% |
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