+497.0%
ABBV vs SPY
+312.5%
+184.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | -4.1% | -0.4% | -3.8% | -3.9% |
| 30D | +1.2% | -1.4% | +2.6% | +2.0% |
| 3M | +12.1% | +3.7% | +8.4% | +9.3% |
| 6M | +12.0% | +13.0% | -1.0% | +3.5% |
| YTD | +12.4% | +12.4% | 0.0% | +4.1% |
| 1Y | +22.9% | +18.5% | +4.4% | +9.9% |
| 3Y | +86.8% | +77.6% | +9.1% | +26.6% |
| 5Y | +181.0% | +81.7% | +99.3% | +83.5% |
| 10Y | +497.0% | +319.7% | +177.3% | +70.7% |
| All | +497.0% | +312.5% | +184.5% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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