+1,351.1%
ABBV vs SPY
+558.6%
+792.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +2.2% | +3.3% | -1.1% | 0.0% |
| 30D | +8.0% | -2.7% | +10.7% | +9.8% |
| 3M | +19.1% | -1.7% | +20.8% | +20.2% |
| 6M | +43.5% | +3.1% | +40.5% | +39.6% |
| YTD | +32.7% | +11.9% | +20.8% | +21.7% |
| 1Y | +30.0% | +12.0% | +18.0% | +19.1% |
| 3Y | +134.7% | +78.2% | +56.6% | +50.6% |
| 5Y | +200.6% | +73.2% | +127.4% | +92.6% |
| 10Y | +601.3% | +309.6% | +291.7% | +88.3% |
| All | +1,351.1% | +558.6% | +792.5% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling