+84.7%
META vs ABBV
+199.5%
-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% | -0.2% | -0.6% | -0.8% |
| 7D | +3.1% | +2.2% | +0.9% | +3.0% |
| 30D | -18.2% | +8.0% | -26.2% | -18.4% |
| 3M | +7.8% | +19.1% | -11.3% | +7.2% |
| 6M | +3.6% | +43.5% | -39.9% | +1.6% |
| YTD | -5.3% | +32.7% | -38.0% | -6.6% |
| 1Y | +2.7% | +30.0% | -27.3% | +1.4% |
| 3Y | +91.5% | +134.7% | -43.3% | +80.6% |
| 5Y | +84.7% | +200.7% | -116.0% | +59.4% |
| All | +84.7% | +199.5% | -114.9% | +59.4% |
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