+305.1%
ABBV vs SPOT
+227.0%
+78.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.3% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +4.2% | +12.5% | -8.3% | +3.5% |
| 3M | +14.8% | +9.9% | +4.9% | +14.1% |
| 6M | +10.3% | +1.6% | +8.7% | +9.9% |
| YTD | +14.9% | -6.6% | +21.5% | +14.9% |
| 1Y | +24.1% | -22.9% | +47.1% | +25.4% |
| 3Y | +91.9% | +244.3% | -152.3% | +73.9% |
| 5Y | +176.0% | +117.8% | +58.2% | +155.7% |
| All | +305.1% | +227.0% | +78.1% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling