+3,253.6%
TSM vs ABBV
+1,163.4%
+2,090.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +3.6% | +4.2% | -0.6% | +2.7% |
| 3M | -3.4% | +14.8% | -18.2% | -6.4% |
| 6M | +20.6% | +10.3% | +10.4% | +17.6% |
| YTD | +41.9% | +14.9% | +27.0% | +36.9% |
| 1Y | +84.4% | +24.1% | +60.2% | +74.5% |
| 3Y | +380.2% | +91.9% | +288.3% | +305.9% |
| 5Y | +275.3% | +176.0% | +99.3% | +184.5% |
| 10Y | +1,751.4% | +502.9% | +1,248.4% | +1,042.5% |
| All | +3,253.6% | +1,163.4% | +2,090.2% | +1,696.6% |
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 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