+73.1%
IVV vs ABBV
+201.3%
-128.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | +1.3% | +1.3% | +2.4% |
| 30D | -2.0% | +4.7% | -6.7% | -2.7% |
| 3M | -2.8% | +18.3% | -21.1% | -5.4% |
| 6M | +2.2% | +43.4% | -41.2% | -4.2% |
| YTD | +11.5% | +33.0% | -21.5% | +5.9% |
| 1Y | +13.5% | +30.8% | -17.3% | +8.0% |
| 3Y | +78.1% | +135.1% | -57.0% | +45.2% |
| All | +73.1% | +201.3% | -128.2% | +24.6% |
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