+404.3%
META vs ABBV
+670.6%
-266.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.6% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -15.4% | +8.0% | -23.4% | -17.0% |
| 3M | +3.5% | +20.2% | -16.7% | -1.2% |
| 6M | -0.3% | +44.0% | -44.2% | -9.6% |
| YTD | -7.3% | +31.3% | -38.6% | -14.3% |
| 1Y | -1.1% | +37.0% | -38.1% | -9.7% |
| 3Y | +95.1% | +128.0% | -32.9% | +49.4% |
| 5Y | +80.6% | +196.9% | -116.3% | +22.4% |
| All | +404.3% | +670.6% | -266.4% | +166.8% |
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 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