+30.8%
ABBV vs PSX
+97.2%
-66.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +1.3% | +7.8% | -6.5% | +1.0% |
| 30D | +4.7% | -10.9% | +15.6% | +5.1% |
| 3M | +18.3% | +14.5% | +3.9% | +17.6% |
| 6M | +43.4% | +56.1% | -12.7% | +40.8% |
| YTD | +33.0% | +109.6% | -76.6% | +32.8% |
| 1Y | +30.8% | +95.5% | -64.7% | +32.6% |
| All | +30.8% | +97.2% | -66.3% | +32.6% |
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