+1,815.4%
TSM vs ABBV
+498.3%
+1,317.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +4.8% | -4.1% | +8.9% | +5.5% |
| 30D | +4.0% | +1.2% | +2.9% | +3.7% |
| 3M | +2.0% | +12.1% | -10.1% | -0.7% |
| 6M | +25.5% | +12.0% | +13.5% | +22.0% |
| YTD | +44.0% | +12.4% | +31.6% | +39.6% |
| 1Y | +75.4% | +22.9% | +52.5% | +66.4% |
| 3Y | +406.7% | +86.8% | +320.0% | +329.3% |
| 5Y | +285.0% | +181.0% | +104.0% | +184.7% |
| 10Y | +1,815.4% | +497.0% | +1,318.4% | +1,149.0% |
| All | +1,815.4% | +498.3% | +1,317.1% | +1,149.0% |
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