+557.1%
ABBV vs XYZ
+638.9%
-81.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | +4.2% | -1.7% | +5.9% | +4.2% |
| 3M | +14.8% | +16.7% | -1.9% | +13.3% |
| 6M | +10.3% | +26.9% | -16.6% | +7.9% |
| YTD | +14.9% | +27.1% | -12.3% | +12.2% |
| 1Y | +24.1% | +9.3% | +14.9% | +22.3% |
| 3Y | +91.9% | +42.3% | +49.7% | +80.1% |
| 5Y | +176.0% | -69.3% | +245.4% | +191.2% |
| 10Y | +502.9% | +586.8% | -83.9% | +336.7% |
| All | +557.1% | +638.9% | -81.8% | +361.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling