+593.1%
MA vs ABBV
+599.4%
-6.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.3% | +1.3% | 0.0% | +0.8% |
| 30D | +9.6% | +4.7% | +4.9% | +7.8% |
| 3M | +16.8% | +18.3% | -1.6% | +9.6% |
| 6M | +35.2% | +43.4% | -8.2% | +17.7% |
| YTD | +16.6% | +33.0% | -16.4% | +3.8% |
| 1Y | +19.8% | +30.8% | -11.0% | +7.3% |
| 3Y | +70.7% | +135.1% | -64.4% | +17.6% |
| 5Y | +87.4% | +201.2% | -113.8% | +12.7% |
| All | +593.1% | +599.4% | -6.3% | +210.7% |
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