+1,835.2%
TER vs ABBV
+493.2%
+1,342.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.0% | +7.2% | +5.1% |
| 7D | +11.0% | -4.3% | +15.3% | +12.3% |
| 30D | -1.9% | +1.1% | -3.0% | -2.5% |
| 3M | -0.7% | +12.3% | -13.0% | -5.5% |
| 6M | +36.4% | +9.8% | +26.6% | +30.2% |
| YTD | +92.4% | +11.5% | +81.0% | +82.2% |
| 1Y | +213.5% | +22.3% | +191.3% | +185.3% |
| 3Y | +277.2% | +85.2% | +192.1% | +186.4% |
| 5Y | +219.1% | +170.8% | +48.3% | +101.7% |
| All | +1,835.2% | +493.2% | +1,342.0% | +872.7% |
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