+1,131.6%
MA vs ABBV
+1,163.4%
-31.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +1.5% | +4.2% | -2.6% | +0.1% |
| 3M | +20.4% | +14.8% | +5.6% | +14.5% |
| 6M | +11.1% | +10.3% | +0.9% | +6.9% |
| YTD | +2.0% | +14.9% | -12.9% | -3.7% |
| 1Y | -2.2% | +24.1% | -26.3% | -10.3% |
| 3Y | +41.9% | +91.9% | -50.1% | +9.1% |
| 5Y | +75.4% | +176.0% | -100.7% | +15.5% |
| 10Y | +527.5% | +502.9% | +24.6% | +212.0% |
| All | +1,131.6% | +1,163.4% | -31.8% | +409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling