+1,248.2%
PANW vs ABBV
+515.4%
+732.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | -14.6% | +3.4% | -17.9% | -15.3% |
| 3M | +18.3% | +15.2% | +3.1% | +14.0% |
| 6M | +100.5% | +14.7% | +85.8% | +93.0% |
| YTD | +79.5% | +15.2% | +64.3% | +72.4% |
| 1Y | +66.7% | +20.4% | +46.3% | +57.9% |
| 3Y | +161.2% | +91.3% | +69.9% | +115.0% |
| 5Y | +322.2% | +189.6% | +132.6% | +202.8% |
| All | +1,248.2% | +515.4% | +732.8% | +655.4% |
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