+885.0%
MSFT vs ABBV
+498.3%
+386.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | -1.0% | -4.1% | +3.1% | +0.1% |
| 30D | -2.7% | +1.2% | -3.9% | -3.1% |
| 3M | +22.1% | +12.1% | +10.0% | +17.4% |
| 6M | +20.6% | +12.0% | +8.6% | +15.7% |
| YTD | +2.3% | +12.4% | -10.1% | -2.3% |
| 1Y | -0.5% | +22.9% | -23.5% | -8.2% |
| 3Y | +50.5% | +86.8% | -36.2% | +16.4% |
| 5Y | +72.3% | +181.0% | -108.7% | +9.6% |
| 10Y | +885.0% | +497.0% | +388.0% | +416.9% |
| All | +885.0% | +498.3% | +386.7% | +416.9% |
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