-17.3%
META vs ABBV
+24.6%
-41.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.8% |
| 7D | +6.7% | +0.4% | +6.3% | +6.8% |
| 30D | +4.8% | +4.2% | +0.6% | +5.5% |
| 3M | -1.6% | +14.8% | -16.5% | +0.3% |
| 6M | -7.5% | +10.3% | -17.7% | -6.7% |
| YTD | -6.4% | +14.9% | -21.3% | -4.8% |
| 1Y | -17.3% | +24.1% | -41.5% | -13.3% |
| All | -17.3% | +24.6% | -41.9% | -13.3% |
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