+68.2%
IVV vs ABBV
+196.9%
-128.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | -5.4% | +8.0% | -13.4% | -6.5% |
| 3M | -4.1% | +20.2% | -24.2% | -6.9% |
| 6M | +0.7% | +44.0% | -43.2% | -5.6% |
| YTD | +8.7% | +31.3% | -22.6% | +3.4% |
| 1Y | +11.0% | +37.0% | -26.0% | +4.6% |
| 3Y | +75.4% | +128.0% | -52.5% | +44.1% |
| All | +68.2% | +196.9% | -128.7% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling