+497.0%
ABBV vs SPGI
+287.8%
+209.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.6% |
| 7D | -4.1% | -3.1% | -1.0% | -3.3% |
| 30D | +1.2% | +2.0% | -0.8% | +0.5% |
| 3M | +12.1% | +4.3% | +7.8% | +10.2% |
| 6M | +12.0% | -0.2% | +12.3% | +11.3% |
| YTD | +12.4% | -14.8% | +27.2% | +16.5% |
| 1Y | +22.9% | -18.5% | +41.5% | +29.0% |
| 3Y | +86.8% | +16.0% | +70.8% | +72.5% |
| 5Y | +181.0% | +2.2% | +178.8% | +166.1% |
| 10Y | +497.0% | +296.4% | +200.5% | +221.2% |
| All | +497.0% | +287.8% | +209.2% | +221.2% |
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