+454.5%
V vs ABBV
+600.4%
-146.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | +2.8% | -2.1% | -0.3% |
| 30D | +9.7% | +7.0% | +2.8% | +7.1% |
| 3M | +17.3% | +19.2% | -2.0% | +10.1% |
| 6M | +33.2% | +47.8% | -14.5% | +15.5% |
| YTD | +21.3% | +32.5% | -11.1% | +8.8% |
| 1Y | +27.3% | +38.4% | -11.1% | +12.2% |
| 3Y | +76.1% | +134.3% | -58.2% | +24.0% |
| 5Y | +103.5% | +200.6% | -97.2% | +26.6% |
| 10Y | +454.5% | +590.1% | -135.7% | +166.4% |
| All | +454.5% | +600.4% | -146.0% | +166.4% |
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 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