+3,140.6%
TSM vs ABBV
+1,362.1%
+1,778.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +4.4% | +0.1% | +4.4% | +4.5% |
| 30D | -7.0% | +5.6% | -12.6% | -7.9% |
| 3M | -1.8% | +18.7% | -20.5% | -5.0% |
| 6M | +2.7% | +47.4% | -44.7% | -5.4% |
| YTD | +37.1% | +33.0% | +4.1% | +28.6% |
| 1Y | +43.5% | +34.9% | +8.5% | +34.1% |
| 3Y | +341.5% | +135.2% | +206.3% | +258.3% |
| 5Y | +278.9% | +202.1% | +76.8% | +183.8% |
| 10Y | +1,641.8% | +602.6% | +1,039.2% | +945.2% |
| All | +3,140.6% | +1,362.1% | +1,778.6% | +1,588.0% |
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 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