+187.4%
ABBV vs SOXQ
+258.1%
-70.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.8% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +3.4% | -4.6% | +7.9% | +3.5% |
| 3M | +15.2% | -10.2% | +25.4% | +15.4% |
| 6M | +14.7% | +49.7% | -35.0% | +11.1% |
| YTD | +15.2% | +67.2% | -52.1% | +10.8% |
| 1Y | +20.4% | +98.0% | -77.6% | +14.3% |
| 3Y | +91.3% | +237.2% | -145.8% | +71.8% |
| All | +187.4% | +258.1% | -70.7% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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