+401.8%
RSP vs ABBV
+1,163.4%
-761.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | -0.8% | +0.4% | -1.1% | -0.9% |
| 30D | -0.3% | +4.2% | -4.5% | -1.5% |
| 3M | +4.3% | +14.8% | -10.5% | -0.1% |
| 6M | +8.8% | +10.3% | -1.4% | +5.3% |
| YTD | +15.3% | +14.9% | +0.4% | +9.8% |
| 1Y | +18.3% | +24.1% | -5.9% | +9.8% |
| 3Y | +52.8% | +91.9% | -39.1% | +22.2% |
| 5Y | +51.7% | +176.0% | -124.3% | +7.0% |
| 10Y | +208.5% | +502.9% | -294.5% | +69.7% |
| All | +401.8% | +1,163.4% | -761.6% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling