-2.2%
MA vs ABBV
+24.6%
-26.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +1.5% | +4.2% | -2.6% | +0.9% |
| 3M | +20.4% | +14.8% | +5.6% | +18.1% |
| 6M | +11.1% | +10.3% | +0.9% | +9.2% |
| YTD | +2.0% | +14.9% | -12.9% | -0.4% |
| 1Y | -2.2% | +24.1% | -26.3% | -6.3% |
| All | -2.2% | +24.6% | -26.7% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling