+965.4%
V vs ABBV
+1,163.4%
-198.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.5% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | +2.0% | +4.2% | -2.2% | +0.6% |
| 3M | +17.4% | +14.8% | +2.5% | +12.0% |
| 6M | +17.5% | +10.3% | +7.2% | +13.4% |
| YTD | +7.6% | +14.9% | -7.3% | +2.1% |
| 1Y | +7.7% | +24.1% | -16.4% | -0.6% |
| 3Y | +54.7% | +91.9% | -37.3% | +21.2% |
| 5Y | +73.0% | +176.0% | -103.0% | +18.0% |
| 10Y | +390.9% | +502.9% | -112.1% | +159.1% |
| All | +965.4% | +1,163.4% | -198.0% | +372.6% |
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 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