+1,395.4%
MSTR vs ABBV
+1,163.4%
+232.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +12.2% | +0.4% | +11.8% | +12.1% |
| 30D | +45.2% | +4.2% | +41.0% | +44.1% |
| 3M | +10.4% | +14.8% | -4.4% | +7.3% |
| 6M | -2.5% | +10.3% | -12.7% | -4.6% |
| YTD | -6.0% | +14.9% | -20.9% | -8.9% |
| 1Y | -56.4% | +24.1% | -80.5% | -58.5% |
| 3Y | +306.3% | +91.9% | +214.3% | +239.0% |
| 5Y | +100.5% | +176.0% | -75.6% | +49.6% |
| 10Y | +741.1% | +502.9% | +238.1% | +382.9% |
| All | +1,395.4% | +1,163.4% | +232.1% | +621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling