+1,118.6%
ABBV vs XHB
+307.7%
+810.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.2% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | +1.1% | -9.1% | +10.2% | +4.1% |
| 3M | +12.3% | -2.3% | +14.6% | +12.6% |
| 6M | +9.8% | -4.1% | +13.9% | +10.3% |
| YTD | +11.5% | -1.7% | +13.2% | +10.4% |
| 1Y | +22.3% | -15.1% | +37.4% | +27.1% |
| 3Y | +85.2% | +26.8% | +58.3% | +62.9% |
| 5Y | +170.8% | +37.3% | +133.5% | +124.4% |
| 10Y | +485.4% | +205.7% | +279.8% | +215.5% |
| All | +1,118.6% | +307.7% | +810.8% | +484.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling