+187.2%
ABBV vs XYZ
-68.7%
+255.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -2.0% | -5.2% | +3.2% | -1.9% |
| 30D | +2.0% | 0.0% | +2.0% | +2.0% |
| 3M | +14.2% | +18.7% | -4.5% | +13.7% |
| 6M | +14.1% | +20.5% | -6.5% | +13.5% |
| YTD | +14.2% | +21.5% | -7.2% | +13.6% |
| 1Y | +24.2% | +7.2% | +17.0% | +23.7% |
| 3Y | +89.8% | +49.0% | +40.8% | +85.1% |
| 5Y | +187.2% | -68.1% | +255.3% | +175.2% |
| All | +187.2% | -68.7% | +255.9% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XYZ 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling