+554.5%
MSTR vs ABBV
+587.7%
-33.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -4.0% | +1.5% | -5.5% | -4.1% |
| 30D | -18.6% | +6.7% | -25.4% | -19.3% |
| 3M | +25.6% | +19.9% | +5.6% | +22.6% |
| 6M | -33.1% | +47.5% | -80.5% | -36.8% |
| YTD | -17.3% | +32.2% | -49.6% | -20.8% |
| 1Y | -48.1% | +37.8% | -85.9% | -50.6% |
| 3Y | +154.2% | +134.8% | +19.4% | +108.6% |
| 5Y | +46.2% | +203.0% | -156.8% | +10.1% |
| 10Y | +554.5% | +603.7% | -49.2% | +254.2% |
| All | +554.5% | +587.7% | -33.1% | +254.2% |
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