+290.7%
TSM vs ABBV
+176.6%
+114.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.3% | +2.3% |
| 7D | +6.0% | -4.3% | +10.4% | +6.0% |
| 30D | +4.5% | +1.1% | +3.4% | +4.5% |
| 3M | +3.1% | +12.3% | -9.2% | +2.7% |
| 6M | +30.2% | +9.8% | +20.4% | +29.8% |
| YTD | +45.2% | +11.5% | +33.8% | +44.7% |
| 1Y | +79.6% | +22.3% | +57.3% | +78.0% |
| 3Y | +411.0% | +85.2% | +325.8% | +400.8% |
| 5Y | +290.7% | +170.8% | +119.9% | +279.6% |
| All | +290.7% | +176.6% | +114.1% | +279.6% |
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