+201.6%
ABBV vs XYZ
-63.1%
+264.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.1% |
| 7D | +1.3% | -1.1% | +2.3% | +1.3% |
| 30D | +4.7% | +11.5% | -6.8% | +4.4% |
| 3M | +18.3% | +1.8% | +16.6% | +18.2% |
| 6M | +43.4% | +21.2% | +22.2% | +42.6% |
| YTD | +33.0% | +29.9% | +3.0% | +31.9% |
| 1Y | +30.8% | +35.8% | -5.0% | +29.6% |
| 3Y | +135.1% | +62.6% | +72.5% | +128.8% |
| All | +201.6% | -63.1% | +264.6% | +182.2% |
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 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