+181.0%
ABBV vs XPO
+262.4%
-81.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.0% |
| 7D | -4.1% | -0.9% | -3.2% | -4.1% |
| 30D | +1.2% | -8.1% | +9.3% | +1.6% |
| 3M | +12.1% | -19.0% | +31.1% | +13.4% |
| 6M | +12.0% | -5.2% | +17.2% | +12.1% |
| YTD | +12.4% | +35.6% | -23.2% | +9.7% |
| 1Y | +22.9% | +41.1% | -18.2% | +19.5% |
| 3Y | +86.8% | +157.9% | -71.2% | +73.7% |
| 5Y | +181.0% | +265.6% | -84.6% | +155.7% |
| All | +181.0% | +262.4% | -81.4% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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