+567.0%
WDC vs ABBV
+201.3%
+365.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | +12.1% | +1.3% | +10.8% | +12.0% |
| 30D | -18.8% | +4.7% | -23.5% | -18.9% |
| 3M | -39.3% | +18.3% | -57.7% | -39.7% |
| 6M | -40.1% | +43.4% | -83.5% | -42.6% |
| YTD | +71.8% | +33.0% | +38.8% | +66.6% |
| 1Y | +88.5% | +30.8% | +57.7% | +83.2% |
| 3Y | +770.0% | +135.1% | +634.9% | +618.6% |
| All | +567.0% | +201.3% | +365.7% | +345.7% |
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