+604.1%
ABBV vs SPGI
+333.9%
+270.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +1.3% | +1.2% | 0.0% | +0.9% |
| 30D | +4.7% | +15.9% | -11.2% | +0.2% |
| 3M | +18.3% | +12.3% | +6.0% | +14.1% |
| 6M | +43.4% | +23.7% | +19.7% | +33.7% |
| YTD | +33.0% | -3.5% | +36.5% | +32.7% |
| 1Y | +30.8% | +0.4% | +30.4% | +28.8% |
| 3Y | +135.1% | +29.9% | +105.2% | +110.2% |
| 5Y | +201.2% | +15.2% | +186.0% | +175.8% |
| All | +604.1% | +333.9% | +270.3% | +270.1% |
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