+19.5%
PFE vs ABBV
+30.0%
-10.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.7% | +1.3% | -3.0% | -2.1% |
| 30D | +0.3% | +4.7% | -4.4% | -1.1% |
| 3M | +9.4% | +18.3% | -9.0% | +4.2% |
| 6M | +14.9% | +43.4% | -28.5% | +4.8% |
| YTD | +23.8% | +33.0% | -9.2% | +14.4% |
| 1Y | +19.5% | +30.8% | -11.3% | +11.3% |
| All | +19.5% | +30.0% | -10.5% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling