-9.1%
T vs ABBV
+24.6%
-33.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +11.4% | +4.2% | +7.2% | +10.7% |
| 3M | +14.3% | +14.8% | -0.5% | +12.3% |
| 6M | -9.3% | +10.3% | -19.5% | -10.5% |
| YTD | +7.1% | +14.9% | -7.8% | +5.2% |
| 1Y | -9.1% | +24.1% | -33.2% | -11.6% |
| All | -9.1% | +24.6% | -33.7% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling