+182.6%
ABBV vs SHEL
+189.6%
-7.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.1% | +3.0% | -7.1% | -4.6% |
| 30D | +1.2% | +7.2% | -6.0% | +0.1% |
| 3M | +12.1% | +12.9% | -0.8% | +10.0% |
| 6M | +12.0% | +13.7% | -1.7% | +9.7% |
| YTD | +12.4% | +33.7% | -21.3% | +7.1% |
| 1Y | +22.9% | +37.9% | -14.9% | +16.4% |
| 3Y | +86.8% | +70.2% | +16.5% | +71.1% |
| All | +182.6% | +189.6% | -7.0% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling