+199.8%
ABBV vs SPGI
+11.1%
+188.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +8.0% | +18.4% | -10.4% | +5.3% |
| 3M | +20.2% | +15.7% | +4.5% | +17.5% |
| 6M | +44.0% | +17.3% | +26.7% | +40.2% |
| YTD | +31.3% | -4.7% | +36.0% | +31.6% |
| 1Y | +37.0% | +1.8% | +35.2% | +35.6% |
| 3Y | +128.0% | +31.7% | +96.3% | +118.1% |
| All | +199.8% | +11.1% | +188.6% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling