+182.6%
ABBV vs XME
+178.1%
+4.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +1.2% | +1.4% | -0.2% | +1.0% |
| 3M | +12.1% | +2.7% | +9.4% | +11.8% |
| 6M | +12.0% | +6.5% | +5.5% | +11.0% |
| YTD | +12.4% | +15.2% | -2.8% | +10.2% |
| 1Y | +22.9% | +43.5% | -20.6% | +17.3% |
| 3Y | +86.8% | +135.9% | -49.1% | +67.0% |
| All | +182.6% | +178.1% | +4.5% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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