+1,257.0%
TER vs ABBV
+1,343.9%
-86.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | -20.5% | -1.2% | -19.3% | -20.1% |
| 30D | -47.0% | +8.0% | -55.0% | -48.3% |
| 3M | -43.3% | +20.2% | -63.5% | -46.6% |
| 6M | -42.9% | +44.0% | -86.9% | -49.9% |
| YTD | +12.9% | +31.3% | -18.4% | +1.5% |
| 1Y | +18.2% | +37.0% | -18.8% | +4.5% |
| 3Y | +151.8% | +128.0% | +23.8% | +80.5% |
| 5Y | +54.2% | +196.9% | -142.7% | -1.9% |
| 10Y | +908.2% | +681.2% | +227.0% | +343.7% |
| All | +1,257.0% | +1,343.9% | -86.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling