+436.0%
META vs ABBV
+599.0%
-163.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.0% |
| 7D | +5.7% | +1.5% | +4.2% | +5.3% |
| 30D | -10.8% | +6.7% | -17.5% | -12.2% |
| 3M | +8.4% | +19.9% | -11.5% | +3.5% |
| 6M | +5.4% | +47.5% | -42.1% | -5.2% |
| YTD | -2.6% | +32.2% | -34.8% | -10.1% |
| 1Y | +3.5% | +37.8% | -34.3% | -5.8% |
| 3Y | +102.0% | +134.8% | -32.8% | +52.8% |
| 5Y | +93.1% | +203.0% | -109.9% | +29.2% |
| All | +436.0% | +599.0% | -163.0% | +171.2% |
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