+213.3%
RSP vs ABBV
+599.0%
-385.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.4% | +1.5% | -1.1% | 0.0% |
| 30D | +3.7% | +6.7% | -3.0% | +1.7% |
| 3M | +0.8% | +19.9% | -19.2% | -4.7% |
| 6M | +9.1% | +47.5% | -38.4% | -3.5% |
| YTD | +16.7% | +32.2% | -15.5% | +6.3% |
| 1Y | +19.7% | +37.8% | -18.1% | +7.4% |
| 3Y | +66.7% | +134.8% | -68.1% | +22.8% |
| 5Y | +48.7% | +203.0% | -154.3% | -1.6% |
| All | +213.3% | +599.0% | -385.7% | +67.1% |
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