+99.1%
V vs ABBV
+196.9%
-97.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | +13.6% | +8.0% | +5.6% | +11.3% |
| 3M | +14.3% | +20.2% | -5.9% | +9.0% |
| 6M | +33.1% | +44.0% | -10.9% | +21.1% |
| YTD | +21.2% | +31.3% | -10.1% | +12.5% |
| 1Y | +26.4% | +37.0% | -10.5% | +15.8% |
| 3Y | +77.6% | +128.0% | -50.4% | +39.1% |
| All | +99.1% | +196.9% | -97.8% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling