+34.6%
TSLA vs ABBV
+85.4%
-50.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +3.9% |
| 7D | +3.4% | -4.3% | +7.7% | +3.3% |
| 30D | +12.0% | +1.1% | +10.9% | +12.1% |
| 3M | -10.0% | +12.3% | -22.3% | -10.1% |
| 6M | -7.2% | +9.8% | -17.0% | -7.4% |
| YTD | -18.1% | +11.5% | -29.6% | -18.3% |
| 1Y | +6.3% | +22.3% | -16.0% | +5.7% |
| All | +34.6% | +85.4% | -50.8% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling