+1,156.2%
ABBV vs PSX
+651.4%
+504.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.4% | +4.5% | -4.2% | -0.6% |
| 30D | +4.2% | +26.6% | -22.4% | -1.2% |
| 3M | +14.8% | +39.3% | -24.4% | +6.4% |
| 6M | +10.3% | +56.8% | -46.6% | -0.9% |
| YTD | +14.9% | +101.8% | -86.9% | -2.9% |
| 1Y | +24.1% | +99.6% | -75.5% | +4.9% |
| 3Y | +91.9% | +140.3% | -48.4% | +52.3% |
| 5Y | +176.0% | +339.3% | -163.3% | +81.3% |
| 10Y | +502.9% | +369.9% | +133.1% | +254.6% |
| All | +1,156.2% | +651.4% | +504.8% | +536.3% |
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