-2.1%
MA vs ABBV
+21.6%
-23.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.9% |
| 7D | -1.8% | -4.3% | +2.6% | -1.0% |
| 30D | +1.4% | +1.1% | +0.3% | +1.2% |
| 3M | +17.7% | +12.3% | +5.4% | +15.9% |
| 6M | +9.7% | +9.8% | -0.1% | +8.0% |
| YTD | +0.5% | +11.5% | -11.0% | -1.3% |
| 1Y | -2.1% | +22.3% | -24.3% | -5.8% |
| All | -2.1% | +21.6% | -23.6% | -5.8% |
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 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