+9.0%
MSFT vs ABBV
+43.0%
-34.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +7.1% |
| 7D | +4.7% | +3.1% | +1.6% | +5.1% |
| 30D | +5.8% | +11.6% | -5.8% | +7.8% |
| 3M | +13.0% | +21.7% | -8.7% | +17.1% |
| 6M | +34.9% | +43.5% | -8.6% | +43.4% |
| YTD | +15.7% | +32.9% | -17.2% | +22.1% |
| 1Y | +9.0% | +40.7% | -31.7% | +16.1% |
| All | +9.0% | +43.0% | -34.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling