+1,156.2%
ABBV vs SPY
+568.3%
+587.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +4.2% | +0.1% | +4.1% | +4.1% |
| 3M | +14.8% | +2.0% | +12.8% | +12.8% |
| 6M | +10.3% | +13.0% | -2.8% | +0.8% |
| YTD | +14.9% | +13.5% | +1.4% | +4.5% |
| 1Y | +24.1% | +20.0% | +4.2% | +8.4% |
| 3Y | +91.9% | +77.2% | +14.8% | +23.9% |
| 5Y | +176.0% | +81.9% | +94.2% | +70.0% |
| 10Y | +502.9% | +314.1% | +188.9% | +61.4% |
| All | +1,156.2% | +568.3% | +587.8% | +105.6% |
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