+35.2%
PFE vs ABBV
+498.3%
-463.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -4.3% | -4.1% | -0.1% | -2.6% |
| 30D | +2.7% | +1.2% | +1.5% | +2.2% |
| 3M | +10.0% | +12.1% | -2.1% | +4.6% |
| 6M | +7.2% | +12.0% | -4.9% | +1.7% |
| YTD | +17.3% | +12.4% | +4.9% | +10.8% |
| 1Y | +20.3% | +22.9% | -2.6% | +9.3% |
| 3Y | -1.6% | +86.8% | -88.4% | -26.0% |
| 5Y | -21.4% | +181.0% | -202.4% | -50.3% |
| 10Y | +35.2% | +497.0% | -461.7% | -40.4% |
| All | +35.2% | +498.3% | -463.0% | -40.4% |
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