-42.3%
MSTR vs ABBV
+43.0%
-85.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +5.7% |
| 7D | -1.8% | +3.1% | -4.9% | -1.2% |
| 30D | -13.3% | +11.6% | -24.9% | -11.4% |
| 3M | +46.0% | +21.7% | +24.3% | +51.5% |
| 6M | -22.4% | +43.5% | -66.0% | -18.1% |
| YTD | -6.2% | +32.9% | -39.1% | -1.3% |
| 1Y | -42.3% | +40.7% | -82.9% | -37.3% |
| All | -42.3% | +43.0% | -85.3% | -37.3% |
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