+2,650.1%
TSLA vs ABBV
+510.4%
+2,139.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -3.4% | -2.0% | -1.4% | -3.0% |
| 30D | +9.2% | +2.0% | +7.3% | +8.7% |
| 3M | -4.7% | +14.2% | -18.9% | -8.3% |
| 6M | -8.9% | +14.1% | -23.0% | -12.5% |
| YTD | -19.2% | +14.2% | -33.4% | -22.6% |
| 1Y | +4.5% | +24.2% | -19.7% | -2.6% |
| 3Y | +46.3% | +89.8% | -43.5% | +16.8% |
| 5Y | +48.1% | +187.2% | -139.0% | -1.7% |
| All | +2,650.1% | +510.4% | +2,139.7% | +1,510.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling