+1,156.2%
ABBV vs SPXU
-99.9%
+1,256.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +4.2% | +0.8% | +3.3% | +4.4% |
| 3M | +14.8% | -4.7% | +19.5% | +13.8% |
| 6M | +10.3% | -29.6% | +39.9% | +2.4% |
| YTD | +14.9% | -29.9% | +44.8% | +6.8% |
| 1Y | +24.1% | -39.1% | +63.2% | +12.1% |
| 3Y | +91.9% | -80.0% | +171.9% | +39.9% |
| 5Y | +176.0% | -86.0% | +262.1% | +100.9% |
| 10Y | +502.9% | -99.5% | +602.5% | +101.0% |
| All | +1,156.2% | -99.9% | +1,256.1% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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