+498.9%
WMT vs ABBV
+1,125.5%
-626.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.5% |
| 7D | +0.1% | -4.3% | +4.4% | +0.9% |
| 30D | -5.0% | +1.1% | -6.1% | -5.1% |
| 3M | -11.3% | +12.3% | -23.6% | -13.2% |
| 6M | -13.8% | +9.8% | -23.6% | -15.4% |
| YTD | -4.2% | +11.5% | -15.7% | -6.3% |
| 1Y | +4.6% | +22.3% | -17.7% | +0.4% |
| 3Y | +100.5% | +85.2% | +15.3% | +77.2% |
| 5Y | +129.7% | +170.8% | -41.2% | +89.3% |
| 10Y | +423.4% | +485.4% | -62.0% | +280.3% |
| All | +498.9% | +1,125.5% | -626.7% | +315.3% |
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