+46.2%
PFE vs ABBV
+600.4%
-554.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -1.8% |
| 30D | +5.3% | +7.0% | -1.6% | +2.5% |
| 3M | +10.1% | +19.2% | -9.1% | +2.4% |
| 6M | +18.0% | +47.8% | -29.7% | +0.1% |
| YTD | +25.8% | +32.5% | -6.7% | +11.0% |
| 1Y | +28.4% | +38.4% | -10.0% | +11.3% |
| 3Y | +20.9% | +134.3% | -113.4% | -16.7% |
| 5Y | -21.5% | +200.6% | -222.2% | -51.5% |
| 10Y | +46.2% | +590.1% | -543.9% | -35.1% |
| All | +46.2% | +600.4% | -554.2% | -35.1% |
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