+177.9%
KO vs ABBV
+510.4%
-332.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.6% |
| 30D | +1.6% | +2.0% | -0.4% | +1.0% |
| 3M | +5.8% | +14.2% | -8.4% | +2.2% |
| 6M | +14.3% | +14.1% | +0.2% | +10.3% |
| YTD | +27.3% | +14.2% | +13.1% | +22.6% |
| 1Y | +33.2% | +24.2% | +8.9% | +25.3% |
| 3Y | +64.5% | +89.8% | -25.3% | +36.8% |
| 5Y | +83.1% | +187.2% | -104.1% | +36.0% |
| All | +177.9% | +510.4% | -332.5% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling