+3,125.8%
TSLA vs ABBV
+599.4%
+2,526.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +8.9% | +1.3% | +7.7% | +8.6% |
| 30D | +6.3% | +4.7% | +1.6% | +5.1% |
| 3M | +14.8% | +18.3% | -3.6% | +10.1% |
| 6M | -12.4% | +43.4% | -55.7% | -20.5% |
| YTD | -13.2% | +33.0% | -46.2% | -20.0% |
| 1Y | -2.9% | +30.8% | -33.7% | -10.2% |
| 3Y | +74.4% | +135.1% | -60.7% | +30.8% |
| 5Y | +13.3% | +201.2% | -188.0% | -25.1% |
| All | +3,125.8% | +599.4% | +2,526.5% | +1,670.0% |
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