+75.4%
IVV vs ABBV
+126.8%
-51.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -5.4% | +8.0% | -13.4% | -6.1% |
| 3M | -4.1% | +20.2% | -24.2% | -5.8% |
| 6M | +0.7% | +44.0% | -43.2% | -3.5% |
| YTD | +8.7% | +31.3% | -22.6% | +5.3% |
| 1Y | +11.0% | +37.0% | -26.0% | +6.7% |
| 3Y | +75.4% | +128.0% | -52.5% | +57.1% |
| All | +75.4% | +126.8% | -51.4% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling