+187.2%
ABBV vs USHY
+20.9%
+166.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -2.0% | -0.7% | -1.3% | -1.6% |
| 30D | +2.0% | -0.5% | +2.5% | +2.3% |
| 3M | +14.2% | +0.5% | +13.6% | +13.8% |
| 6M | +14.1% | +1.5% | +12.6% | +13.0% |
| YTD | +14.2% | +1.7% | +12.5% | +13.0% |
| 1Y | +24.2% | +3.5% | +20.7% | +21.7% |
| 3Y | +89.8% | +27.2% | +62.6% | +68.8% |
| 5Y | +187.2% | +21.0% | +166.2% | +161.6% |
| All | +187.2% | +20.9% | +166.3% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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