+20.4%
ABBV vs XYZ
+7.1%
+13.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | -4.3% | +4.5% | +0.3% |
| 30D | +3.4% | +1.2% | +2.2% | +3.4% |
| 3M | +15.2% | +14.6% | +0.6% | +15.4% |
| 6M | +14.7% | +22.6% | -7.9% | +14.1% |
| YTD | +15.2% | +21.7% | -6.5% | +14.6% |
| 1Y | +20.4% | +6.7% | +13.7% | +20.1% |
| All | +20.4% | +7.1% | +13.3% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling