+419.8%
TXN vs ABBV
+515.4%
-95.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | -2.9% | +3.4% | -6.2% | -4.0% |
| 3M | -9.1% | +15.2% | -24.3% | -14.0% |
| 6M | +36.6% | +14.7% | +22.0% | +29.2% |
| YTD | +57.5% | +15.2% | +42.3% | +48.2% |
| 1Y | +49.5% | +20.4% | +29.2% | +38.0% |
| 3Y | +76.5% | +91.3% | -14.8% | +35.6% |
| 5Y | +62.4% | +189.6% | -127.2% | +4.1% |
| All | +419.8% | +515.4% | -95.6% | +179.1% |
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 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