+54.4%
SCHD vs ABBV
+90.0%
-35.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -3.1% | -2.0% | -1.1% | -2.6% |
| 30D | -0.8% | +2.0% | -2.8% | -1.3% |
| 3M | +6.2% | +14.2% | -8.0% | +2.7% |
| 6M | +11.8% | +14.1% | -2.3% | +8.0% |
| YTD | +26.0% | +14.2% | +11.7% | +21.3% |
| 1Y | +28.1% | +24.2% | +3.9% | +20.0% |
| All | +54.4% | +90.0% | -35.6% | +24.9% |
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 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