+396.9%
RSP vs ABBV
+1,343.9%
-947.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | +2.6% | +8.0% | -5.4% | +0.3% |
| 3M | -0.8% | +20.2% | -21.0% | -6.0% |
| 6M | +6.3% | +44.0% | -37.7% | -4.8% |
| YTD | +14.1% | +31.3% | -17.2% | +4.6% |
| 1Y | +18.0% | +37.0% | -19.0% | +6.7% |
| 3Y | +61.0% | +128.0% | -66.9% | +22.5% |
| 5Y | +45.6% | +196.9% | -151.3% | +0.8% |
| 10Y | +220.2% | +681.2% | -461.1% | +64.2% |
| All | +396.9% | +1,343.9% | -947.0% | +126.1% |
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