+462.9%
META vs ABBV
+599.4%
-136.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +5.2% | +1.3% | +3.9% | +4.9% |
| 30D | -13.0% | +4.7% | -17.7% | -14.0% |
| 3M | +7.9% | +18.3% | -10.4% | +3.4% |
| 6M | +4.2% | +43.4% | -39.1% | -5.5% |
| YTD | -2.5% | +33.0% | -35.5% | -10.2% |
| 1Y | +5.6% | +30.8% | -25.2% | -2.4% |
| 3Y | +96.8% | +135.1% | -38.3% | +48.9% |
| 5Y | +90.0% | +201.2% | -111.2% | +27.7% |
| All | +462.9% | +599.4% | -136.4% | +185.8% |
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