+195.3%
KLAC vs ABBV
+135.2%
+60.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +10.0% | +1.3% | +8.7% | +10.0% |
| 30D | -14.8% | +4.7% | -19.5% | -14.8% |
| 3M | -27.2% | +18.3% | -45.5% | -27.3% |
| 6M | -17.5% | +43.4% | -60.8% | -19.6% |
| YTD | +25.8% | +33.0% | -7.2% | +23.9% |
| 1Y | +31.8% | +30.8% | +1.0% | +30.1% |
| 3Y | +195.3% | +135.1% | +60.2% | +186.9% |
| All | +195.3% | +135.2% | +60.1% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling