+182.6%
ABBV vs XYZ
-68.6%
+251.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | -4.1% | -3.7% | -0.4% | -4.1% |
| 30D | +1.2% | +0.5% | +0.7% | +1.2% |
| 3M | +12.1% | +16.3% | -4.2% | +11.7% |
| 6M | +12.0% | +21.1% | -9.1% | +11.4% |
| YTD | +12.4% | +22.0% | -9.6% | +11.7% |
| 1Y | +22.9% | +5.2% | +17.8% | +22.5% |
| 3Y | +86.8% | +49.6% | +37.2% | +82.1% |
| All | +182.6% | -68.6% | +251.2% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling