+504.9%
ABBV vs XYZ
+610.4%
-105.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | -4.3% | +4.5% | +0.6% |
| 30D | +3.4% | +1.2% | +2.2% | +3.2% |
| 3M | +15.2% | +14.6% | +0.6% | +13.8% |
| 6M | +14.7% | +22.6% | -7.9% | +12.5% |
| YTD | +15.2% | +21.7% | -6.5% | +12.7% |
| 1Y | +20.4% | +6.7% | +13.7% | +18.8% |
| 3Y | +91.3% | +46.8% | +44.5% | +78.4% |
| 5Y | +189.6% | -68.0% | +257.6% | +205.4% |
| All | +504.9% | +610.4% | -105.5% | +327.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling