+2,120.3%
TER vs ABBV
+1,163.4%
+956.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.9% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -8.3% | +4.2% | -12.4% | -9.7% |
| 3M | -12.2% | +14.8% | -27.0% | -17.0% |
| 6M | +17.1% | +10.3% | +6.8% | +11.7% |
| YTD | +84.7% | +14.9% | +69.8% | +73.3% |
| 1Y | +199.9% | +24.1% | +175.8% | +172.2% |
| 3Y | +232.8% | +91.9% | +140.8% | +152.3% |
| 5Y | +198.6% | +176.0% | +22.5% | +93.3% |
| 10Y | +1,669.7% | +502.9% | +1,166.8% | +744.8% |
| All | +2,120.3% | +1,163.4% | +956.9% | +727.5% |
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