+11,241.8%
MU vs ABBV
+1,353.7%
+9,888.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.0% |
| 7D | -12.0% | +1.5% | -13.6% | -12.5% |
| 30D | -28.7% | +6.7% | -35.5% | -30.4% |
| 3M | -16.4% | +19.9% | -36.4% | -22.0% |
| 6M | -1.8% | +47.5% | -49.3% | -16.5% |
| YTD | +157.1% | +32.2% | +124.9% | +126.9% |
| 1Y | +208.5% | +37.8% | +170.7% | +167.1% |
| 3Y | +906.2% | +134.8% | +771.4% | +579.0% |
| 5Y | +893.4% | +203.0% | +690.4% | +482.6% |
| 10Y | +4,271.9% | +603.7% | +3,668.2% | +1,621.7% |
| All | +11,241.8% | +1,353.7% | +9,888.1% | +3,527.7% |
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