+2,122.1%
META vs ABBV
+1,163.4%
+958.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +4.8% | +4.2% | +0.6% | +3.6% |
| 3M | -1.6% | +14.8% | -16.5% | -5.7% |
| 6M | -7.5% | +10.3% | -17.7% | -10.4% |
| YTD | -6.4% | +14.9% | -21.3% | -10.6% |
| 1Y | -17.3% | +24.1% | -41.5% | -23.2% |
| 3Y | +109.9% | +91.9% | +18.0% | +68.6% |
| 5Y | +65.4% | +176.0% | -110.7% | +15.3% |
| 10Y | +391.8% | +502.9% | -111.1% | +160.7% |
| All | +2,122.1% | +1,163.4% | +958.7% | +950.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling