-8.4%
T vs ABBV
+25.1%
-33.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -2.4% | -2.0% | -0.4% | -2.2% |
| 30D | +4.3% | +2.0% | +2.3% | +4.0% |
| 3M | +11.6% | +14.2% | -2.6% | +9.8% |
| 6M | -5.6% | +14.1% | -19.7% | -7.1% |
| YTD | +6.6% | +14.2% | -7.7% | +4.8% |
| 1Y | -8.4% | +24.2% | -32.6% | -11.4% |
| All | -8.4% | +25.1% | -33.4% | -11.4% |
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