+36.0%
TSM vs ABBV
+43.0%
-7.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -1.3% |
| 7D | -10.0% | +3.1% | -13.0% | -9.1% |
| 30D | -18.5% | +11.6% | -30.2% | -15.9% |
| 3M | -4.9% | +21.7% | -26.6% | +0.3% |
| 6M | -1.0% | +43.5% | -44.5% | +5.6% |
| YTD | +31.3% | +32.9% | -1.6% | +40.2% |
| 1Y | +36.0% | +40.7% | -4.6% | +47.9% |
| All | +36.0% | +43.0% | -7.0% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling