+3,772.8%
SHOP vs ABBV
+598.0%
+3,174.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +2.1% | +2.2% | 0.0% | +1.4% |
| 30D | -16.8% | +8.0% | -24.8% | -18.9% |
| 3M | -2.4% | +19.1% | -21.5% | -7.9% |
| 6M | +47.0% | +43.5% | +3.5% | +29.9% |
| YTD | -8.8% | +32.7% | -41.5% | -17.9% |
| 1Y | -6.3% | +30.0% | -36.3% | -15.1% |
| 3Y | +139.3% | +134.7% | +4.5% | +65.9% |
| 5Y | -12.1% | +200.6% | -212.7% | -47.3% |
| All | +3,772.8% | +598.0% | +3,174.8% | +1,304.3% |
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