+444.9%
SCHD vs ABBV
+1,136.0%
-691.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -2.6% | -4.1% | +1.5% | -1.5% |
| 30D | -0.3% | +1.2% | -1.5% | -0.7% |
| 3M | +6.1% | +12.1% | -6.0% | +2.5% |
| 6M | +11.7% | +12.0% | -0.3% | +7.7% |
| YTD | +26.3% | +12.4% | +13.9% | +21.4% |
| 1Y | +28.8% | +22.9% | +5.8% | +20.2% |
| 3Y | +55.0% | +86.8% | -31.7% | +26.7% |
| 5Y | +60.0% | +181.0% | -121.0% | +15.1% |
| 10Y | +243.1% | +497.0% | -253.8% | +101.1% |
| All | +444.9% | +1,136.0% | -691.1% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling