+204.4%
RSP vs ABBV
+486.4%
-281.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.1% |
| 7D | -0.4% | -4.3% | +3.9% | +0.9% |
| 30D | -1.5% | +1.1% | -2.6% | -1.9% |
| 3M | +4.8% | +12.3% | -7.5% | +0.8% |
| 6M | +10.3% | +9.8% | +0.5% | +6.6% |
| YTD | +14.1% | +11.5% | +2.6% | +9.4% |
| 1Y | +17.0% | +22.3% | -5.3% | +8.6% |
| 3Y | +54.2% | +85.2% | -31.0% | +22.5% |
| 5Y | +51.5% | +170.8% | -119.3% | +3.8% |
| 10Y | +204.4% | +485.4% | -281.0% | +70.7% |
| All | +204.4% | +486.4% | -281.9% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling