+1,354.0%
ABBV vs PSX
+680.3%
+673.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.3% | +7.8% | -6.5% | -0.4% |
| 30D | +4.7% | -10.9% | +15.6% | +7.2% |
| 3M | +18.3% | +14.5% | +3.9% | +14.4% |
| 6M | +43.4% | +56.1% | -12.7% | +29.0% |
| YTD | +33.0% | +109.6% | -76.6% | +11.1% |
| 1Y | +30.8% | +95.5% | -64.7% | +11.0% |
| 3Y | +135.1% | +156.2% | -21.1% | +83.4% |
| 5Y | +201.2% | +310.0% | -108.8% | +102.1% |
| 10Y | +602.7% | +368.0% | +234.6% | +314.1% |
| All | +1,354.0% | +680.3% | +673.7% | +627.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling