+1,118.6%
ABBV vs XPO
+3,013.5%
-1,895.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.8% |
| 7D | -4.3% | +2.7% | -7.0% | -4.6% |
| 30D | +1.1% | -6.2% | +7.3% | +1.8% |
| 3M | +12.3% | -15.4% | +27.7% | +14.4% |
| 6M | +9.8% | +0.7% | +9.0% | +9.2% |
| YTD | +11.5% | +39.8% | -28.4% | +6.0% |
| 1Y | +22.3% | +43.3% | -21.0% | +15.5% |
| 3Y | +85.2% | +166.0% | -80.9% | +57.4% |
| 5Y | +170.8% | +274.2% | -103.3% | +113.4% |
| 10Y | +485.4% | +1,429.0% | -943.6% | +254.3% |
| All | +1,118.6% | +3,013.5% | -1,895.0% | +555.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling