+17.0%
MA vs ABBV
+34.5%
-17.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.5% | +2.2% | -2.7% | -0.9% |
| 30D | +7.9% | +8.0% | -0.1% | +6.5% |
| 3M | +16.8% | +19.1% | -2.3% | +13.5% |
| 6M | +31.0% | +43.5% | -12.6% | +25.0% |
| YTD | +15.0% | +32.7% | -17.7% | +10.1% |
| 1Y | +17.0% | +30.0% | -13.0% | +13.0% |
| All | +17.0% | +34.5% | -17.5% | +13.0% |
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