+367.0%
ABBV vs SPOT
+265.4%
+101.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.8% | +1.0% | +1.7% | +2.7% |
| 30D | +7.0% | +14.6% | -7.6% | +6.1% |
| 3M | +19.2% | +18.4% | +0.8% | +18.0% |
| 6M | +47.8% | +45.1% | +2.7% | +44.4% |
| YTD | +32.5% | +4.4% | +28.1% | +31.5% |
| 1Y | +38.4% | -2.7% | +41.1% | +37.8% |
| 3Y | +134.3% | +254.6% | -120.3% | +112.2% |
| 5Y | +200.6% | +124.8% | +75.9% | +179.4% |
| All | +367.0% | +265.4% | +101.6% | +252.8% |
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