-21.5%
PFE vs ABBV
+196.9%
-218.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | -3.7% | -1.2% | -2.5% | -3.2% |
| 30D | +5.0% | +8.0% | -3.0% | +1.5% |
| 3M | +12.2% | +20.2% | -8.0% | +3.7% |
| 6M | +14.6% | +44.0% | -29.4% | -2.4% |
| YTD | +24.1% | +31.3% | -7.2% | +9.4% |
| 1Y | +26.6% | +37.0% | -10.4% | +9.4% |
| 3Y | +14.3% | +128.0% | -113.6% | -22.4% |
| All | -21.5% | +196.9% | -218.3% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling