+55.9%
RSP vs ABBV
+94.6%
-38.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.2% |
| 7D | -0.8% | +0.4% | -1.1% | -0.8% |
| 30D | -0.3% | +4.2% | -4.5% | -1.1% |
| 3M | +4.3% | +14.8% | -10.5% | +1.6% |
| 6M | +8.8% | +10.3% | -1.4% | +6.7% |
| YTD | +15.3% | +14.9% | +0.4% | +12.0% |
| 1Y | +18.3% | +24.1% | -5.9% | +12.6% |
| All | +55.9% | +94.6% | -38.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling