+2,989.4%
SHOP vs ABBV
+498.3%
+2,491.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -5.7% |
| 7D | -10.6% | -4.1% | -6.5% | -9.4% |
| 30D | -18.3% | +1.2% | -19.5% | -18.7% |
| 3M | +14.8% | +12.1% | +2.7% | +10.3% |
| 6M | -5.0% | +12.0% | -17.0% | -9.0% |
| YTD | -21.2% | +12.4% | -33.6% | -25.1% |
| 1Y | -11.6% | +22.9% | -34.5% | -19.2% |
| 3Y | +101.2% | +86.8% | +14.5% | +52.0% |
| 5Y | -15.7% | +181.0% | -196.7% | -48.7% |
| 10Y | +2,989.4% | +497.0% | +2,492.5% | +1,221.3% |
| All | +2,989.4% | +498.3% | +2,491.1% | +1,221.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling