+154.2%
MSTR vs ABBV
+129.8%
+24.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.4% |
| 7D | -4.0% | +1.5% | -5.5% | -3.6% |
| 30D | -18.6% | +6.7% | -25.4% | -17.1% |
| 3M | +25.6% | +19.9% | +5.6% | +32.0% |
| 6M | -33.1% | +47.5% | -80.5% | -25.5% |
| YTD | -17.3% | +32.2% | -49.6% | -10.3% |
| 1Y | -48.1% | +37.8% | -85.9% | -42.8% |
| 3Y | +154.2% | +134.8% | +19.4% | +200.3% |
| All | +154.2% | +129.8% | +24.4% | +200.3% |
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 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