+118.7%
T vs ABBV
+1,356.7%
-1,237.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.6% | +2.8% | -0.2% | +1.9% |
| 30D | -1.1% | +7.0% | -8.0% | -2.6% |
| 3M | -7.7% | +19.2% | -27.0% | -11.4% |
| 6M | -10.6% | +47.8% | -58.4% | -18.3% |
| YTD | -7.5% | +32.5% | -39.9% | -13.6% |
| 1Y | -7.4% | +38.4% | -45.8% | -14.5% |
| 3Y | +63.1% | +134.3% | -71.2% | +32.1% |
| 5Y | +55.2% | +200.6% | -145.5% | +17.6% |
| 10Y | +58.8% | +590.1% | -531.3% | +1.7% |
| All | +118.7% | +1,356.7% | -1,237.9% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling