+51.2%
MSFT vs ABBV
+85.2%
-34.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.2% |
| 7D | -1.4% | -4.3% | +2.9% | -1.5% |
| 30D | -1.0% | +1.1% | -2.1% | -1.0% |
| 3M | +20.2% | +12.3% | +7.9% | +20.0% |
| 6M | +21.3% | +9.8% | +11.5% | +21.4% |
| YTD | +2.8% | +11.5% | -8.7% | +2.8% |
| 1Y | 0.0% | +22.3% | -22.3% | -0.7% |
| 3Y | +51.2% | +85.2% | -33.9% | +48.0% |
| All | +51.2% | +85.2% | -34.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling