+913.4%
MSFT vs ABBV
+598.0%
+315.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.4% | +2.2% | -4.6% | -3.0% |
| 30D | -3.8% | +8.0% | -11.7% | -5.9% |
| 3M | +6.4% | +19.1% | -12.7% | +1.1% |
| 6M | +28.8% | +43.5% | -14.8% | +15.0% |
| YTD | +8.8% | +32.7% | -23.9% | -1.0% |
| 1Y | +3.2% | +30.0% | -26.9% | -5.7% |
| 3Y | +44.8% | +134.7% | -90.0% | +3.7% |
| 5Y | +61.8% | +200.6% | -138.8% | +1.4% |
| All | +913.4% | +598.0% | +315.4% | +396.0% |
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