+62.5%
T vs ABBV
+599.4%
-536.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | +1.3% | +1.3% | +2.2% |
| 30D | -3.8% | +4.7% | -8.5% | -4.9% |
| 3M | -8.7% | +18.3% | -27.1% | -12.8% |
| 6M | -8.1% | +43.4% | -51.5% | -16.7% |
| YTD | -6.4% | +33.0% | -39.4% | -13.8% |
| 1Y | -9.8% | +30.8% | -40.6% | -16.5% |
| 3Y | +65.5% | +135.1% | -69.6% | +28.1% |
| 5Y | +57.0% | +201.2% | -144.3% | +11.3% |
| All | +62.5% | +599.4% | -536.9% | +3.2% |
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