+22.2%
LQD vs ABBV
+515.4%
-493.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -1.3% | +3.4% | -4.6% | -1.4% |
| 3M | -3.2% | +15.2% | -18.4% | -3.8% |
| 6M | -2.1% | +14.7% | -16.8% | -2.7% |
| YTD | -2.4% | +15.2% | -17.5% | -3.0% |
| 1Y | -2.7% | +20.4% | -23.0% | -3.5% |
| 3Y | +14.2% | +91.3% | -77.2% | +11.0% |
| 5Y | -5.8% | +189.6% | -195.4% | -9.9% |
| All | +22.2% | +515.4% | -493.3% | +17.6% |
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