+1,173.1%
MRVL vs ABBV
+599.4%
+573.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | +11.0% | +1.3% | +9.7% | +10.7% |
| 30D | -36.1% | +4.7% | -40.8% | -36.7% |
| 3M | -29.4% | +18.3% | -47.8% | -32.1% |
| 6M | -11.9% | +43.4% | -55.3% | -20.2% |
| YTD | +84.8% | +33.0% | +51.8% | +70.0% |
| 1Y | +79.4% | +30.8% | +48.6% | +65.7% |
| 3Y | +195.7% | +135.1% | +60.6% | +120.2% |
| 5Y | +117.2% | +201.2% | -84.1% | +42.7% |
| All | +1,173.1% | +599.4% | +573.8% | +544.4% |
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 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