+64.3%
T vs ABBV
+500.6%
-436.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.0% |
| 7D | -3.1% | -4.1% | +1.0% | -2.0% |
| 30D | +4.6% | +1.2% | +3.4% | +4.2% |
| 3M | +12.2% | +12.1% | +0.1% | +8.8% |
| 6M | -6.5% | +12.0% | -18.5% | -9.5% |
| YTD | +4.9% | +12.4% | -7.5% | +1.1% |
| 1Y | -10.5% | +22.9% | -33.4% | -16.0% |
| 3Y | +104.6% | +86.8% | +17.8% | +69.0% |
| 5Y | +64.2% | +181.0% | -116.8% | +19.1% |
| All | +64.3% | +500.6% | -436.3% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling