+428.1%
WMT vs ABBV
+515.4%
-87.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | 0.0% | +0.3% | -0.2% | -0.1% |
| 30D | -7.4% | +3.4% | -10.8% | -8.0% |
| 3M | -10.9% | +15.2% | -26.1% | -13.5% |
| 6M | -12.7% | +14.7% | -27.4% | -15.3% |
| YTD | -3.2% | +15.2% | -18.4% | -6.2% |
| 1Y | +5.3% | +20.4% | -15.1% | +0.8% |
| 3Y | +101.9% | +91.3% | +10.5% | +73.8% |
| 5Y | +134.6% | +189.6% | -55.0% | +84.5% |
| All | +428.1% | +515.4% | -87.4% | +277.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling