+1,064.6%
TXN vs ABBV
+1,125.5%
-61.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.1% |
| 7D | +2.2% | -4.3% | +6.5% | +3.5% |
| 30D | -9.5% | +1.1% | -10.6% | -9.9% |
| 3M | -10.5% | +12.3% | -22.9% | -14.4% |
| 6M | +35.4% | +9.8% | +25.6% | +30.2% |
| YTD | +51.8% | +11.5% | +40.3% | +44.9% |
| 1Y | +42.9% | +22.3% | +20.7% | +32.0% |
| 3Y | +71.3% | +85.2% | -13.8% | +36.6% |
| 5Y | +58.0% | +170.8% | -112.8% | +9.5% |
| 10Y | +393.3% | +485.4% | -92.2% | +169.4% |
| All | +1,064.6% | +1,125.5% | -61.0% | +439.1% |
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 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