+263.4%
TSM vs ABBV
+204.2%
+59.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -2.1% | +2.8% | -4.8% | -2.0% |
| 30D | -12.5% | +7.0% | -19.5% | -12.4% |
| 3M | -5.0% | +19.2% | -24.2% | -4.7% |
| 6M | -3.2% | +47.8% | -51.0% | -3.7% |
| YTD | +31.5% | +32.5% | -1.0% | +31.4% |
| 1Y | +35.7% | +38.4% | -2.7% | +35.2% |
| 3Y | +323.5% | +134.3% | +189.2% | +314.1% |
| 5Y | +263.4% | +200.6% | +62.7% | +257.1% |
| All | +263.4% | +204.2% | +59.2% | +257.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling