+253.7%
KO vs ABBV
+1,136.0%
-882.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -0.8% | -4.1% | +3.3% | +0.1% |
| 30D | +0.8% | +1.2% | -0.4% | +0.5% |
| 3M | +8.3% | +12.1% | -3.8% | +5.6% |
| 6M | +14.0% | +12.0% | +2.0% | +11.0% |
| YTD | +26.9% | +12.4% | +14.5% | +23.3% |
| 1Y | +32.7% | +22.9% | +9.7% | +26.2% |
| 3Y | +63.9% | +86.8% | -22.8% | +40.9% |
| 5Y | +81.7% | +181.0% | -99.3% | +42.7% |
| 10Y | +183.0% | +497.0% | -314.0% | +94.0% |
| All | +253.7% | +1,136.0% | -882.3% | +105.8% |
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