+604.1%
ABBV vs PSX
+368.0%
+236.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.3% | +7.8% | -6.5% | -0.2% |
| 30D | +4.7% | -10.9% | +15.6% | +6.9% |
| 3M | +18.3% | +14.5% | +3.9% | +14.8% |
| 6M | +43.4% | +56.1% | -12.7% | +30.4% |
| YTD | +33.0% | +109.6% | -76.6% | +13.2% |
| 1Y | +30.8% | +95.5% | -64.7% | +12.9% |
| 3Y | +135.1% | +156.2% | -21.1% | +88.2% |
| 5Y | +201.2% | +310.0% | -108.8% | +110.6% |
| All | +604.1% | +368.0% | +236.1% | +364.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling