+484.0%
V vs ABBV
+599.4%
-115.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.9% | +1.3% | -0.4% | +0.5% |
| 30D | +9.0% | +4.7% | +4.3% | +7.2% |
| 3M | +16.7% | +18.3% | -1.6% | +9.8% |
| 6M | +33.4% | +43.4% | -10.0% | +16.9% |
| YTD | +22.4% | +33.0% | -10.6% | +9.5% |
| 1Y | +27.7% | +30.8% | -3.1% | +14.9% |
| 3Y | +78.0% | +135.1% | -57.1% | +25.2% |
| 5Y | +108.5% | +201.2% | -92.7% | +29.7% |
| All | +484.0% | +599.4% | -115.4% | +180.6% |
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