+67.1%
V vs ABBV
+176.6%
-109.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.9% |
| 7D | -1.1% | -4.3% | +3.2% | 0.0% |
| 30D | +1.9% | +1.1% | +0.8% | +1.6% |
| 3M | +15.5% | +12.3% | +3.2% | +12.0% |
| 6M | +16.6% | +9.8% | +6.8% | +13.5% |
| YTD | +5.7% | +11.5% | -5.7% | +2.3% |
| 1Y | +8.6% | +22.3% | -13.7% | +2.1% |
| 3Y | +52.5% | +85.2% | -32.7% | +25.8% |
| 5Y | +67.1% | +170.8% | -103.7% | +10.1% |
| All | +67.1% | +176.6% | -109.5% | +10.1% |
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