+1,156.2%
ABBV vs SPGI
+878.3%
+277.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.9% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | +4.2% | +8.4% | -4.2% | +1.4% |
| 3M | +14.8% | +11.8% | +3.0% | +10.3% |
| 6M | +10.3% | +5.7% | +4.6% | +7.5% |
| YTD | +14.9% | -9.7% | +24.6% | +17.0% |
| 1Y | +24.1% | -12.5% | +36.6% | +27.5% |
| 3Y | +91.9% | +21.8% | +70.1% | +74.0% |
| 5Y | +176.0% | +8.2% | +167.9% | +155.3% |
| 10Y | +502.9% | +309.5% | +193.4% | +213.7% |
| All | +1,156.2% | +878.3% | +277.9% | +382.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling