+368.9%
ABBV vs SPOT
+269.3%
+99.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | +1.3% | +1.6% | -0.3% | +1.2% |
| 30D | +4.7% | +16.9% | -12.2% | +3.7% |
| 3M | +18.3% | +23.0% | -4.6% | +16.8% |
| 6M | +43.4% | +42.2% | +1.2% | +40.3% |
| YTD | +33.0% | +5.5% | +27.5% | +31.9% |
| 1Y | +30.8% | -5.1% | +35.9% | +30.5% |
| 3Y | +135.1% | +257.9% | -122.8% | +112.8% |
| 5Y | +201.2% | +118.4% | +82.9% | +181.0% |
| All | +368.9% | +269.3% | +99.6% | +253.9% |
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