+214.8%
TER vs ABBV
+25.1%
+189.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -2.8% |
| 7D | +9.4% | -2.0% | +11.4% | +8.6% |
| 30D | -2.4% | +2.0% | -4.4% | -1.3% |
| 3M | +6.5% | +14.2% | -7.6% | +10.1% |
| 6M | +23.2% | +14.1% | +9.1% | +28.4% |
| YTD | +91.5% | +14.2% | +77.2% | +100.0% |
| 1Y | +214.8% | +24.2% | +190.6% | +233.8% |
| All | +214.8% | +25.1% | +189.7% | +233.8% |
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