+187.4%
ABBV vs LYB
-4.6%
+192.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +0.9% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +3.4% | +2.5% | +0.9% | +3.1% |
| 3M | +15.2% | +1.4% | +13.8% | +14.9% |
| 6M | +14.7% | -3.5% | +18.2% | +14.1% |
| YTD | +15.2% | +52.0% | -36.8% | +6.3% |
| 1Y | +20.4% | +22.1% | -1.7% | +15.4% |
| 3Y | +91.3% | -22.8% | +114.1% | +95.9% |
| All | +187.4% | -4.6% | +192.0% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling