+262.0%
TER vs ABBV
+94.6%
+167.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -8.3% | +4.2% | -12.4% | -8.1% |
| 3M | -12.2% | +14.8% | -27.0% | -12.9% |
| 6M | +17.1% | +10.3% | +6.8% | +16.9% |
| YTD | +84.7% | +14.9% | +69.8% | +83.5% |
| 1Y | +199.9% | +24.1% | +175.8% | +193.6% |
| All | +262.0% | +94.6% | +167.4% | +245.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling