-11.6%
SHOP vs ABBV
+23.5%
-35.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -5.4% |
| 7D | -10.6% | -4.1% | -6.5% | -11.1% |
| 30D | -18.3% | +1.2% | -19.5% | -18.1% |
| 3M | +14.8% | +12.1% | +2.7% | +17.7% |
| 6M | -5.0% | +12.0% | -17.0% | -3.0% |
| YTD | -21.2% | +12.4% | -33.6% | -19.1% |
| 1Y | -11.6% | +22.9% | -34.5% | -8.4% |
| All | -11.6% | +23.5% | -35.1% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling