+17.0%
RSP vs ABBV
+21.6%
-4.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | -0.4% | -4.3% | +3.9% | -0.1% |
| 30D | -1.5% | +1.1% | -2.6% | -1.6% |
| 3M | +4.8% | +12.3% | -7.5% | +4.0% |
| 6M | +10.3% | +9.8% | +0.5% | +9.3% |
| YTD | +14.1% | +11.5% | +2.6% | +13.0% |
| 1Y | +17.0% | +22.3% | -5.3% | +14.6% |
| All | +17.0% | +21.6% | -4.6% | +14.6% |
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