+14,920.4%
TSLA vs ABBV
+1,163.4%
+13,757.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +10.1% | +4.2% | +5.9% | +8.8% |
| 3M | -15.4% | +14.8% | -30.2% | -19.4% |
| 6M | -12.8% | +10.3% | -23.0% | -16.0% |
| YTD | -21.3% | +14.9% | -36.2% | -25.5% |
| 1Y | +4.6% | +24.1% | -19.5% | -3.9% |
| 3Y | +44.5% | +91.9% | -47.4% | +10.8% |
| 5Y | +44.8% | +176.0% | -131.2% | -6.6% |
| 10Y | +2,585.4% | +502.9% | +2,082.5% | +1,103.9% |
| All | +14,920.4% | +1,163.4% | +13,757.0% | +4,927.1% |
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