+91.3%
ABBV vs XHB
+23.1%
+68.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +0.3% | -4.6% | +4.9% | +1.0% |
| 30D | +3.4% | -9.1% | +12.5% | +4.8% |
| 3M | +15.2% | -8.6% | +23.8% | +16.6% |
| 6M | +14.7% | -4.0% | +18.7% | +14.8% |
| YTD | +15.2% | -3.9% | +19.1% | +14.8% |
| 1Y | +20.4% | -16.5% | +36.8% | +23.4% |
| 3Y | +91.3% | +22.6% | +68.8% | +81.3% |
| All | +91.3% | +23.1% | +68.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling