-9.8%
T vs ABBV
+30.0%
-39.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | +1.3% | +1.3% | +2.3% |
| 30D | -3.8% | +4.7% | -8.5% | -4.4% |
| 3M | -8.7% | +18.3% | -27.1% | -10.9% |
| 6M | -8.1% | +43.4% | -51.5% | -11.7% |
| YTD | -6.4% | +33.0% | -39.4% | -9.6% |
| 1Y | -9.8% | +30.8% | -40.6% | -12.3% |
| All | -9.8% | +30.0% | -39.8% | -12.3% |
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