+4,524.1%
MU vs ABBV
+598.0%
+3,926.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +21.6% | +2.2% | +19.5% | +20.8% |
| 30D | -16.2% | +8.0% | -24.2% | -18.4% |
| 3M | -12.4% | +19.1% | -31.5% | -17.7% |
| 6M | +4.2% | +43.5% | -39.4% | -9.9% |
| YTD | +180.0% | +32.7% | +147.2% | +148.2% |
| 1Y | +226.4% | +30.0% | +196.4% | +191.4% |
| 3Y | +969.7% | +134.7% | +835.0% | +620.9% |
| 5Y | +957.9% | +200.6% | +757.3% | +512.5% |
| All | +4,524.1% | +598.0% | +3,926.1% | +1,854.5% |
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