+554.8%
MA vs ABBV
+587.7%
-32.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.3% | +1.5% | -1.9% | -0.9% |
| 30D | +11.3% | +6.7% | +4.6% | +8.6% |
| 3M | +16.7% | +19.9% | -3.3% | +9.0% |
| 6M | +32.8% | +47.5% | -14.7% | +14.4% |
| YTD | +15.6% | +32.2% | -16.6% | +3.2% |
| 1Y | +19.6% | +37.8% | -18.3% | +4.9% |
| 3Y | +72.1% | +134.8% | -62.7% | +18.7% |
| 5Y | +96.0% | +203.0% | -107.0% | +17.7% |
| 10Y | +554.8% | +603.7% | -48.9% | +197.6% |
| All | +554.8% | +587.7% | -32.9% | +197.6% |
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