-45.7%
RDDT vs ABBV
+43.0%
-88.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +6.4% |
| 7D | -24.4% | +3.1% | -27.4% | -24.0% |
| 30D | -32.3% | +11.6% | -43.9% | -31.3% |
| 3M | -36.3% | +21.7% | -58.0% | -34.6% |
| 6M | -39.7% | +43.5% | -83.3% | -36.1% |
| YTD | -55.7% | +32.9% | -88.6% | -52.9% |
| 1Y | -45.7% | +40.7% | -86.4% | -41.5% |
| All | -45.7% | +43.0% | -88.7% | -41.5% |
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 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