+367.9%
ABBV vs SPOT
+260.8%
+107.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | -0.1% |
| 7D | +2.2% | -2.6% | +4.7% | +2.3% |
| 30D | +8.0% | +13.5% | -5.5% | +7.1% |
| 3M | +19.1% | +22.2% | -3.2% | +17.6% |
| 6M | +43.5% | +38.3% | +5.2% | +40.6% |
| YTD | +32.7% | +3.1% | +29.7% | +31.8% |
| 1Y | +30.0% | -7.6% | +37.6% | +29.9% |
| 3Y | +134.7% | +250.0% | -115.3% | +112.7% |
| 5Y | +200.7% | +113.3% | +87.3% | +180.8% |
| All | +367.9% | +260.8% | +107.2% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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