-5.8%
LQD vs ABBV
+185.0%
-190.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | -1.1% | +2.0% | -3.1% | -1.2% |
| 3M | -2.3% | +14.2% | -16.5% | -2.9% |
| 6M | -2.9% | +14.1% | -17.0% | -3.5% |
| YTD | -2.3% | +14.2% | -16.6% | -3.0% |
| 1Y | -2.2% | +24.2% | -26.4% | -3.3% |
| 3Y | +14.0% | +89.8% | -75.8% | +10.4% |
| 5Y | -5.8% | +187.2% | -193.0% | -6.8% |
| All | -5.8% | +185.0% | -190.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling