+2,536.5%
MRVL vs ABBV
+1,362.1%
+1,174.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.4% | +9.0% | +9.2% |
| 7D | +5.6% | +0.1% | +5.6% | +5.7% |
| 30D | -36.5% | +5.6% | -42.1% | -37.4% |
| 3M | -20.5% | +18.7% | -39.2% | -23.8% |
| 6M | -1.1% | +47.4% | -48.6% | -11.5% |
| YTD | +99.0% | +33.0% | +66.0% | +82.4% |
| 1Y | +89.3% | +34.9% | +54.4% | +72.7% |
| 3Y | +211.6% | +135.2% | +76.5% | +134.2% |
| 5Y | +134.0% | +202.1% | -68.0% | +58.2% |
| 10Y | +1,293.1% | +602.6% | +690.5% | +602.7% |
| All | +2,536.5% | +1,362.1% | +1,174.5% | +1,036.1% |
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