+1,472.1%
AXTI vs ABBV
+515.4%
+956.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +5.1% | +0.3% | +4.8% | +4.9% |
| 30D | -17.5% | +3.4% | -20.8% | -18.4% |
| 3M | -26.7% | +15.2% | -41.9% | -30.8% |
| 6M | +36.8% | +14.7% | +22.1% | +28.5% |
| YTD | +296.1% | +15.2% | +281.0% | +271.8% |
| 1Y | +1,810.6% | +20.4% | +1,790.2% | +1,656.1% |
| 3Y | +2,587.6% | +91.3% | +2,496.2% | +2,019.9% |
| 5Y | +601.7% | +189.6% | +412.2% | +357.5% |
| All | +1,472.1% | +515.4% | +956.6% | +667.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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