+56.4%
TXN vs ABBV
+185.0%
-128.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.3% |
| 7D | +2.0% | -2.0% | +4.0% | +2.3% |
| 30D | -8.0% | +2.0% | -9.9% | -8.4% |
| 3M | -7.8% | +14.2% | -21.9% | -10.9% |
| 6M | +32.4% | +14.1% | +18.3% | +27.6% |
| YTD | +51.7% | +14.2% | +37.5% | +45.9% |
| 1Y | +44.3% | +24.2% | +20.1% | +35.2% |
| 3Y | +71.3% | +89.8% | -18.5% | +43.5% |
| 5Y | +56.4% | +187.2% | -130.8% | +6.3% |
| All | +56.4% | +185.0% | -128.6% | +6.3% |
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