+590.1%
ABBV vs SPGI
+335.3%
+254.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.8% | +1.6% | +1.2% | +2.3% |
| 30D | +7.0% | +16.1% | -9.1% | +2.3% |
| 3M | +19.2% | +15.5% | +3.8% | +14.0% |
| 6M | +47.8% | +19.6% | +28.1% | +39.1% |
| YTD | +32.5% | -3.6% | +36.1% | +32.2% |
| 1Y | +38.4% | +2.2% | +36.2% | +35.4% |
| 3Y | +134.3% | +30.1% | +104.2% | +109.3% |
| 5Y | +200.6% | +14.9% | +185.7% | +175.5% |
| 10Y | +590.1% | +334.0% | +256.1% | +275.0% |
| All | +590.1% | +335.3% | +254.8% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling