-0.8%
MSFT vs ABBV
+25.1%
-25.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.4% |
| 7D | -3.5% | -2.0% | -1.5% | -3.8% |
| 30D | -2.1% | +2.0% | -4.0% | -1.8% |
| 3M | +24.2% | +14.2% | +10.0% | +26.2% |
| 6M | +21.9% | +14.1% | +7.8% | +24.5% |
| YTD | +2.5% | +14.2% | -11.8% | +4.8% |
| 1Y | -0.8% | +24.2% | -25.0% | +1.6% |
| All | -0.8% | +25.1% | -25.8% | +1.6% |
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