+1,235.6%
MRVL vs ABBV
+598.0%
+637.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | +23.1% | +2.2% | +21.0% | +22.6% |
| 30D | -38.8% | +8.0% | -46.8% | -39.8% |
| 3M | -24.2% | +19.1% | -43.3% | -27.2% |
| 6M | 0.0% | +43.5% | -43.5% | -9.5% |
| YTD | +93.8% | +32.7% | +61.1% | +78.4% |
| 1Y | +84.4% | +30.0% | +54.4% | +70.6% |
| 3Y | +203.6% | +134.7% | +68.9% | +126.1% |
| 5Y | +127.8% | +200.6% | -72.8% | +49.8% |
| All | +1,235.6% | +598.0% | +637.6% | +576.3% |
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