+50.4%
RSP vs ABBV
+185.0%
-134.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -3.1% | -2.0% | -1.1% | -2.7% |
| 30D | -3.4% | +2.0% | -5.4% | -3.8% |
| 3M | +3.6% | +14.2% | -10.6% | +0.5% |
| 6M | +9.0% | +14.1% | -5.1% | +5.6% |
| YTD | +12.2% | +14.2% | -2.1% | +8.4% |
| 1Y | +15.6% | +24.2% | -8.7% | +9.0% |
| 3Y | +51.6% | +89.8% | -38.1% | +25.9% |
| 5Y | +50.4% | +187.2% | -136.8% | +3.5% |
| All | +50.4% | +185.0% | -134.6% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling