+1,426.1%
TER vs ABBV
+1,356.7%
+69.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -8.9% | +2.8% | -11.7% | -9.5% |
| 30D | -39.1% | +7.0% | -46.0% | -40.3% |
| 3M | -32.8% | +19.2% | -52.0% | -36.5% |
| 6M | -31.7% | +47.8% | -79.5% | -40.6% |
| YTD | +26.9% | +32.5% | -5.5% | +13.9% |
| 1Y | +33.6% | +38.4% | -4.8% | +17.8% |
| 3Y | +181.5% | +134.3% | +47.2% | +99.9% |
| 5Y | +76.1% | +200.6% | -124.5% | +11.6% |
| 10Y | +1,006.2% | +590.1% | +416.1% | +407.1% |
| All | +1,426.1% | +1,356.7% | +69.4% | +443.8% |
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 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