+408.0%
RSP vs ABBV
+1,356.7%
-948.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.7% | +2.8% | -2.0% | 0.0% |
| 30D | +3.7% | +7.0% | -3.3% | +1.7% |
| 3M | +0.7% | +19.2% | -18.6% | -4.4% |
| 6M | +9.0% | +47.8% | -38.7% | -3.0% |
| YTD | +16.7% | +32.5% | -15.8% | +6.7% |
| 1Y | +19.0% | +38.4% | -19.4% | +7.3% |
| 3Y | +64.7% | +134.3% | -69.6% | +24.3% |
| 5Y | +49.6% | +200.6% | -151.0% | +3.2% |
| 10Y | +213.2% | +590.1% | -377.0% | +65.8% |
| All | +408.0% | +1,356.7% | -948.7% | +130.6% |
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 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