+995.4%
TER vs ABBV
+599.4%
+396.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +14.4% | +1.3% | +13.1% | +14.0% |
| 30D | -30.6% | +4.7% | -35.3% | -31.5% |
| 3M | -39.2% | +18.3% | -57.5% | -42.3% |
| 6M | -31.3% | +43.4% | -74.7% | -39.5% |
| YTD | +29.1% | +33.0% | -3.9% | +15.8% |
| 1Y | +47.4% | +30.8% | +16.6% | +32.9% |
| 3Y | +191.2% | +135.1% | +56.1% | +103.2% |
| 5Y | +74.0% | +201.2% | -127.3% | +6.4% |
| All | +995.4% | +599.4% | +396.1% | +384.7% |
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