+72.3%
MSFT vs ABBV
+175.4%
-103.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.5% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | -2.7% | +1.2% | -3.9% | -2.7% |
| 3M | +22.1% | +12.1% | +10.0% | +20.9% |
| 6M | +20.6% | +12.0% | +8.6% | +19.4% |
| YTD | +2.3% | +12.4% | -10.1% | +1.2% |
| 1Y | -0.5% | +22.9% | -23.5% | -2.9% |
| 3Y | +50.5% | +86.8% | -36.2% | +36.4% |
| 5Y | +72.3% | +181.0% | -108.7% | +29.8% |
| All | +72.3% | +175.4% | -103.1% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling