-27.5%
TER vs ABBV
+48.0%
-75.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.6% |
| 7D | +5.9% | +0.1% | +5.8% | +5.4% |
| 30D | -30.8% | +5.6% | -36.3% | -26.3% |
| 3M | -29.9% | +18.7% | -48.6% | -14.6% |
| 6M | -27.5% | +47.4% | -74.9% | -0.9% |
| All | -27.5% | +48.0% | -75.4% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling