+81.9%
META vs ABBV
+196.9%
-114.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | -15.4% | +8.0% | -23.4% | -15.6% |
| 3M | +3.5% | +20.2% | -16.7% | +2.8% |
| 6M | -0.3% | +44.0% | -44.2% | -2.2% |
| YTD | -7.3% | +31.3% | -38.6% | -8.6% |
| 1Y | -1.1% | +37.0% | -38.1% | -2.8% |
| 3Y | +95.1% | +128.0% | -32.9% | +84.3% |
| All | +81.9% | +196.9% | -114.9% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling