+82.2%
UBER vs ABBV
+347.8%
-265.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.2% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | +11.1% | +4.2% | +7.0% | +9.6% |
| 3M | +4.9% | +14.8% | -9.9% | -0.3% |
| 6M | -1.2% | +10.3% | -11.4% | -4.9% |
| YTD | -7.3% | +14.9% | -22.2% | -12.3% |
| 1Y | -17.6% | +24.1% | -41.8% | -24.9% |
| 3Y | +61.1% | +91.9% | -30.9% | +19.0% |
| 5Y | +87.9% | +176.0% | -88.1% | +7.3% |
| All | +82.2% | +347.8% | -265.5% | -26.4% |
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