+201.6%
ABBV vs SPYM
+72.6%
+128.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.3% | +2.6% | -1.3% | +0.5% |
| 30D | +4.7% | -2.0% | +6.7% | +5.3% |
| 3M | +18.3% | -2.8% | +21.1% | +19.2% |
| 6M | +43.4% | +2.2% | +41.2% | +42.1% |
| YTD | +33.0% | +11.5% | +21.4% | +27.8% |
| 1Y | +30.8% | +13.5% | +17.3% | +24.9% |
| 3Y | +135.1% | +78.0% | +57.1% | +91.7% |
| All | +201.6% | +72.6% | +128.9% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 5y: compounded portfolio wealth divided by compounded SPYM 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…
5y analysis · Full analysis span regression · 6 months rolling