+113.9%
PFE vs ABBV
+1,343.9%
-1,230.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -3.7% | -1.2% | -2.5% | -3.3% |
| 30D | +5.0% | +8.0% | -3.0% | +2.0% |
| 3M | +12.2% | +20.2% | -8.0% | +4.7% |
| 6M | +14.6% | +44.0% | -29.4% | -0.3% |
| YTD | +24.1% | +31.3% | -7.2% | +11.2% |
| 1Y | +26.6% | +37.0% | -10.4% | +11.6% |
| 3Y | +14.3% | +128.0% | -113.6% | -17.2% |
| 5Y | -21.9% | +196.9% | -218.8% | -48.9% |
| 10Y | +62.6% | +681.2% | -618.6% | -23.7% |
| All | +113.9% | +1,343.9% | -1,230.0% | -11.0% |
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