+40.7%
ABBV vs PSX
+97.5%
-56.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.2% |
| 7D | +3.1% | -5.2% | +8.3% | +3.3% |
| 30D | +11.6% | -3.7% | +15.4% | +11.7% |
| 3M | +21.7% | +26.8% | -5.1% | +20.6% |
| 6M | +43.5% | +47.3% | -3.8% | +41.3% |
| YTD | +32.9% | +105.4% | -72.5% | +33.6% |
| 1Y | +40.7% | +96.9% | -56.3% | +43.1% |
| All | +40.7% | +97.5% | -56.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling