-22.2%
PFE vs ABBV
+176.6%
-198.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.0% |
| 7D | -2.7% | -4.3% | +1.6% | -0.8% |
| 30D | +3.8% | +1.1% | +2.7% | +3.4% |
| 3M | +10.4% | +12.3% | -2.0% | +4.8% |
| 6M | +6.3% | +9.8% | -3.5% | +1.6% |
| YTD | +17.4% | +11.5% | +5.9% | +11.1% |
| 1Y | +21.1% | +22.3% | -1.1% | +9.8% |
| 3Y | -1.6% | +85.2% | -86.8% | -27.0% |
| 5Y | -22.2% | +170.8% | -193.0% | -50.8% |
| All | -22.2% | +176.6% | -198.7% | -50.8% |
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