-23.4%
UBER vs ABBV
+19.3%
-42.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | -4.5% | -2.0% | -2.5% | -4.3% |
| 30D | -7.6% | +2.0% | -9.6% | -7.6% |
| 3M | +5.8% | +14.2% | -8.4% | +6.1% |
| 6M | +0.3% | +14.1% | -13.8% | +0.5% |
| YTD | -11.2% | +14.2% | -25.4% | -11.4% |
| All | -23.4% | +19.3% | -42.7% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling