+228.4%
UNH vs ABBV
+515.4%
-287.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -4.5% | +0.3% | -4.8% | -4.7% |
| 30D | -6.5% | +3.4% | -9.9% | -7.8% |
| 3M | -6.0% | +15.2% | -21.2% | -11.3% |
| 6M | +33.7% | +14.7% | +19.0% | +26.1% |
| YTD | +16.4% | +15.2% | +1.2% | +9.1% |
| 1Y | +10.1% | +20.4% | -10.3% | +1.1% |
| 3Y | -16.3% | +91.3% | -107.7% | -39.0% |
| 5Y | +2.1% | +189.6% | -187.5% | -39.4% |
| All | +228.4% | +515.4% | -287.1% | +54.7% |
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