+504.9%
ABBV vs LYB
+48.3%
+456.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +3.4% | +2.5% | +0.9% | +2.8% |
| 3M | +15.2% | +1.4% | +13.8% | +14.6% |
| 6M | +14.7% | -3.5% | +18.2% | +13.9% |
| YTD | +15.2% | +52.0% | -36.8% | +3.5% |
| 1Y | +20.4% | +22.1% | -1.7% | +12.8% |
| 3Y | +91.3% | -22.8% | +114.1% | +95.4% |
| 5Y | +189.6% | -3.4% | +192.9% | +176.0% |
| All | +504.9% | +48.3% | +456.6% | +421.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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