+20.4%
ABBV vs SHEL
+39.6%
-19.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +0.3% | +4.1% | -3.9% | +0.2% |
| 30D | +3.4% | +8.4% | -5.0% | +3.3% |
| 3M | +15.2% | +13.7% | +1.5% | +14.8% |
| 6M | +14.7% | +12.7% | +2.0% | +14.2% |
| YTD | +15.2% | +35.3% | -20.1% | +14.5% |
| 1Y | +20.4% | +39.4% | -19.0% | +20.0% |
| All | +20.4% | +39.6% | -19.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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