+201.6%
ABBV vs XHB
+28.9%
+172.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +4.7% | +9.9% | -5.2% | +3.3% |
| 3M | +18.3% | -6.3% | +24.6% | +19.3% |
| 6M | +43.4% | +3.8% | +39.5% | +42.1% |
| YTD | +33.0% | +0.1% | +32.9% | +31.9% |
| 1Y | +30.8% | -0.8% | +31.6% | +29.9% |
| 3Y | +135.1% | +35.6% | +99.5% | +121.8% |
| All | +201.6% | +28.9% | +172.7% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling