+1,100.5%
V vs ABBV
+1,343.9%
-243.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | +13.6% | +8.0% | +5.6% | +10.7% |
| 3M | +14.3% | +20.2% | -5.9% | +7.6% |
| 6M | +33.1% | +44.0% | -10.9% | +17.9% |
| YTD | +21.2% | +31.3% | -10.1% | +10.1% |
| 1Y | +26.4% | +37.0% | -10.5% | +13.1% |
| 3Y | +77.6% | +128.0% | -50.4% | +31.6% |
| 5Y | +102.6% | +196.9% | -94.3% | +35.1% |
| 10Y | +464.4% | +681.2% | -216.8% | +176.6% |
| All | +1,100.5% | +1,343.9% | -243.4% | +409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling