-7.4%
T vs ABBV
+38.7%
-46.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -1.0% | +5.6% | -6.6% | -1.8% |
| 3M | -8.1% | +18.7% | -26.8% | -10.4% |
| 6M | -8.3% | +47.4% | -55.7% | -12.5% |
| YTD | -6.1% | +33.0% | -39.1% | -9.5% |
| 1Y | -7.4% | +34.9% | -42.3% | -11.0% |
| All | -7.4% | +38.7% | -46.1% | -11.0% |
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