+690.7%
MSTR vs ABBV
+486.4%
+204.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -4.0% |
| 7D | +9.3% | -4.3% | +13.6% | +9.9% |
| 30D | +36.5% | +1.1% | +35.4% | +36.3% |
| 3M | +7.3% | +12.3% | -5.0% | +5.5% |
| 6M | +2.2% | +9.8% | -7.5% | +0.7% |
| YTD | -10.2% | +11.5% | -21.6% | -11.8% |
| 1Y | -58.6% | +22.3% | -80.9% | -60.0% |
| 3Y | +283.2% | +85.2% | +198.0% | +230.7% |
| 5Y | +113.8% | +170.8% | -57.1% | +64.9% |
| 10Y | +690.7% | +485.4% | +205.3% | +421.3% |
| All | +690.7% | +486.4% | +204.4% | +421.3% |
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 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