+41.0%
LQD vs ABBV
+1,125.5%
-1,084.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | +0.2% | -4.3% | +4.6% | +0.4% |
| 30D | -0.6% | +1.1% | -1.7% | -0.6% |
| 3M | -1.2% | +12.3% | -13.5% | -1.5% |
| 6M | -1.9% | +9.8% | -11.7% | -2.2% |
| YTD | -1.3% | +11.5% | -12.7% | -1.6% |
| 1Y | -1.0% | +22.3% | -23.3% | -1.6% |
| 3Y | +15.2% | +85.2% | -69.9% | +13.3% |
| 5Y | -4.4% | +170.8% | -175.2% | -6.7% |
| 10Y | +22.6% | +485.4% | -462.8% | +19.3% |
| All | +41.0% | +1,125.5% | -1,084.6% | +35.4% |
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