+436.0%
META vs ABBV
+600.4%
-164.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.3% | +2.8% | +0.5% | +2.6% |
| 30D | -10.8% | +7.0% | -17.7% | -12.3% |
| 3M | +7.9% | +19.2% | -11.3% | +3.2% |
| 6M | +5.4% | +47.8% | -42.4% | -5.2% |
| YTD | -2.6% | +32.5% | -35.1% | -10.1% |
| 1Y | +1.9% | +38.4% | -36.5% | -7.4% |
| 3Y | +97.0% | +134.3% | -37.3% | +49.1% |
| 5Y | +97.6% | +200.6% | -103.0% | +32.7% |
| 10Y | +436.0% | +590.1% | -154.1% | +171.1% |
| All | +436.0% | +600.4% | -164.4% | +171.1% |
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