+107.1%
PFE vs ABBV
+1,163.4%
-1,056.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +10.2% | +4.2% | +6.1% | +8.6% |
| 3M | +12.7% | +14.8% | -2.1% | +6.8% |
| 6M | +10.5% | +10.3% | +0.3% | +6.1% |
| YTD | +20.2% | +14.9% | +5.3% | +13.2% |
| 1Y | +24.1% | +24.1% | -0.1% | +13.5% |
| 3Y | -3.6% | +91.9% | -95.5% | -25.7% |
| 5Y | -20.9% | +176.0% | -196.9% | -46.7% |
| 10Y | +35.8% | +502.9% | -467.1% | -30.7% |
| All | +107.1% | +1,163.4% | -1,056.3% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling