-0.8%
MSFT vs ABBV
+24.6%
-25.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.6% |
| 30D | +2.7% | +4.2% | -1.5% | +3.4% |
| 3M | +17.0% | +14.8% | +2.1% | +19.0% |
| 6M | +23.8% | +10.3% | +13.6% | +26.1% |
| YTD | +4.0% | +14.9% | -10.9% | +6.4% |
| 1Y | -0.8% | +24.1% | -25.0% | +0.8% |
| All | -0.8% | +24.6% | -25.4% | +0.8% |
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